Package: forecastdom
Title: (Un)Conditional Forecast Dominance
Version: 0.1.0.9000
Authors@R: 
    person("Gabriel", "Cabrera", , "gabriel.cabrera.guz@gmail.com", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0001-8803-2338"))
Description: A unified toolkit for out-of-sample forecast dominance
        testing. Covers unconditional and conditional equal and
        superior predictive ability, encompassing, and nested-model
        comparison. Implements the Diebold-Mariano test with the
        Harvey, Leybourne, and Newbold (1997)
        <doi:10.1016/S0169-2070(96)00719-4> small-sample correction;
        the Clark-West mean squared forecast error (MSFE) adjusted
        statistic (Clark and West, 2007)
        <doi:10.1016/j.jeconom.2006.05.023>; the ENC-NEW encompassing
        test of Clark and McCracken (2001)
        <doi:10.1016/S0304-4076(01)00071-9>; the Giacomini-White
        conditional equal predictive ability test (Giacomini and White,
        2006) <doi:10.1111/j.1468-0262.2006.00718.x>; Hansen's superior
        predictive ability (SPA) test (Hansen, 2005)
        <doi:10.1198/073500105000000063>; the conditional superior
        predictive ability test of Li, Liao, and Quaedvlieg (2022)
        <doi:10.1093/restud/rdab039>; and the uniform and average
        multi-horizon SPA tests of Quaedvlieg (2021)
        <doi:10.1080/07350015.2019.1620074>.
License: MIT + file LICENSE
Encoding: UTF-8
Language: en-GB
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
LinkingTo: Rcpp
Imports: MASS, Rcpp, stats, ggplot2
Suggests: knitr, R.matlab, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
URL: https://gabbocg.github.io/forecastdom/,
        https://github.com/gabbocg/forecastdom
BugReports: https://github.com/gabbocg/forecastdom/issues
Config/testthat/edition: 3
Depends: R (>= 3.5)
LazyData: true
Repository: https://gabbocg.r-universe.dev
Date/Publication: 2026-08-20 13:00:31 UTC
RemoteUrl: https://github.com/gabbocg/forecastdom
RemoteRef: HEAD
RemoteSha: 8965c741a6b0d8a1bb762491eb8811f2f49e250b
NeedsCompilation: yes
Packaged: 2026-09-19 09:01:51 UTC; root
Author: Gabriel Cabrera [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-8803-2338>)
Maintainer: Gabriel Cabrera <gabriel.cabrera.guz@gmail.com>