Package: MCS 0.2.0
MCS: Model Confidence Set Procedure
Perform the Model Confidence Set procedure of Hansen et.al (2011).
Authors:
MCS_0.2.0.tar.gz
MCS_0.2.0.zip(r-4.7-any)MCS_0.2.0.zip(r-4.6-any)MCS_0.2.0.zip(r-4.5-any)
MCS_0.2.0.tgz(r-4.6-any)MCS_0.2.0.tgz(r-4.5-any)
MCS_0.2.0.tar.gz(r-4.7-any)MCS_0.2.0.tar.gz(r-4.6-any)
MCS_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
MCS/json (API)
| # Install 'MCS' in R: |
| install.packages('MCS', repos = c('https://leopoldocatania.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:b016aa7000. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 132 | ||
| source / vignettes | OK | 134 | ||
| linux-release | OK | 105 | ||
| macos-release | OK | 133 | ||
| macos-oldrel | OK | 201 | ||
| windows-devel | OK | 64 | ||
| windows-release | OK | 53 | ||
| windows-oldrel | OK | 68 | ||
| wasm-release | OK | 87 |
Exports:LossLevelLossVaRLossVolMCSprocedureshow
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Loss Function for level forecasts | LossLevel |
| Loss Function for VaR forecasts | LossVaR |
| Loss Function for volatility forecasts | LossVol |
| MCSprocedure | MCSprocedure |
| SSM-methods | show,SSM-method |
| SSM-class | SSM-class |
