https://leopoldocatania.r-universe.devRecent package updates in leopoldocataniaR-universehttps://github.com/leopoldocatania.pnghttps://leopoldocatania.r-universe.devMon, 19 Oct 2026 08:34:26 GMTleopoldo.catania@econ.au.dk (Leopoldo Catania)Perform dynamic model averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003> using parallel computing.https://github.com/r-universe/leopoldocatania/actions/runs/39334425581Mon, 19 Oct 2026 08:34:26 GMTeDMA1.5-5successhttps://leopoldocatania.r-universe.devhttps://github.com/leopoldocatania/edmaleopoldo.catania@econ.au.dk (Leopoldo Catania)Implements the Model Confidence Set procedure of Hansen, Lunde and Nason (2011) <doi:10.3982/ECTA5771> using bootstrap tests of equal predictive ability. Includes loss functions for level, volatility and quantile forecasts.https://github.com/r-universe/leopoldocatania/actions/runs/39334431290Mon, 19 Oct 2026 08:07:41 GMTMCS0.2.1successhttps://leopoldocatania.r-universe.devhttps://github.com/leopoldocatania/mcs