pEPA: Tests of Equal Predictive Accuracy for Panels of Forecasts

Allows to perform the tests of equal predictive accuracy for panels of forecasts. Main references: Qu et al. (2024) <doi:10.1016/j.ijforecast.2023.08.001> and Akgun et al. (2024) <doi:10.1016/j.ijforecast.2023.02.001>.

Getting started

Package details

AuthorKrzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University of Warsaw, Poland)
MaintainerKrzysztof Drachal <kdrachal@wne.uw.edu.pl>
LicenseGPL-3
Version1.2
URL https://CRAN.R-project.org/package=pEPA
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pEPA")

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pEPA documentation built on April 3, 2025, 7:08 p.m.