MCS: Model Confidence Set Procedure

Perform the model confidence set procedure of Hansen et al (2011).

AuthorLeopoldo Catania & Mauro Bernardi
Date of publication2015-03-22 22:51:47
MaintainerLeopoldo Catania <leopoldo.catania@gmail.com>
LicenseGPL-2
Version0.1.1

View on CRAN

Files in this package

MCS
MCS/inst
MCS/inst/doc
MCS/inst/doc/The_Model_Confidence_Set_Package_for_R.pdf
MCS/NAMESPACE
MCS/data
MCS/data/Loss.rda
MCS/data/STOXXIndexesRet.rda
MCS/R
MCS/R/MCS.R
MCS/MD5
MCS/DESCRIPTION
MCS/man
MCS/man/Loss.Rd MCS/man/MCS-package.Rd MCS/man/LossVol.Rd MCS/man/SSM-methods.Rd MCS/man/STOXXIndexesRet.Rd MCS/man/LossVaR.Rd MCS/man/MCSprocedure.Rd MCS/man/LossLevel.Rd MCS/man/SSM-class.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.