CRAN/E | MCS

MCS

Model Confidence Set Procedure

Installation

About

Perform the model confidence set procedure of Hansen et al (2011) doi:10.3982/ECTA5771.

Key Metrics

Version 0.1.3
R ≥ 3.0.1
Published 2017-08-04 2460 days ago
Needs compilation? no
License GPL-2
CRAN checks MCS results

Downloads

Yesterday 15 0%
Last 7 days 88 -30%
Last 30 days 385 +4%
Last 90 days 1.078 -20%
Last 365 days 4.511 -17%

Maintainer

Maintainer

Leopoldo Catania

leopoldo.catania@gmail.com

Authors

Leopoldo Catania & Mauro Bernardi

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

MCS archive

Depends

R ≥ 3.0.1

Imports

methods

Reverse Suggests

BigVAR
sentometrics