Package: forecastdom
Title: Tools for (Un)Conditional Forecast Dominance
Version: 0.1.0
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 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 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
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
NeedsCompilation: yes
Packaged: 2026-07-16 21:04:28 UTC; gabbocg
Author: Gabriel Cabrera [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-8803-2338>)
Maintainer: Gabriel Cabrera <gabriel.cabrera.guz@gmail.com>
Repository: CRAN
Date/Publication: 2026-07-24 09:40:14 UTC
Built: R 4.6.1; x86_64-w64-mingw32; 2026-08-07 02:28:10 UTC; windows
Archs: x64
