Package: MCS
Type: Package
Title: Model Confidence Set Procedure
Version: 0.2.1
Date: 2026-10-19
Authors@R: person(given = "Leopoldo",
                    family = "Catania",
                    role = c("aut", "cre"),
                    email = "leopoldo.catania@econ.au.dk",
                    comment = c(ORCID = "0000-0002-0981-1921"))
Maintainer: Leopoldo Catania <leopoldo.catania@econ.au.dk>
Depends: R (>= 3.0.1)
Description: 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.
License: GPL-2
Encoding: UTF-8
Imports: methods, stats
NeedsCompilation: no
Packaged: 2026-10-19 22:24:51 UTC; root
Author: Leopoldo Catania [aut, cre]
        (<https://orcid.org/0000-0002-0981-1921>)
Repository: https://leopoldocatania.r-universe.dev
Date/Publication: 2026-10-19 08:07:41 UTC
RemoteUrl: https://github.com/leopoldocatania/mcs
RemoteRef: HEAD
RemoteSha: 01327434892c35fb735128cb7931812c5ed19c82
