Package: RCtest
Title: Reality Check and Predictive Ability Tests for Forecast
        Evaluation
Authors@R: c(
    person("Joanna", "Jedrzejewska", , "j.jedrzejewska3@uw.edu.pl", role = c("aut", "cre"),
           comment = "Faculty of Economic Sciences, University of Warsaw, Poland"),
    person("Krzysztof", "Drachal", , "kdrachal@wne.uw.edu.pl", role = "ctb",
           comment = "Faculty of Economic Sciences, University of Warsaw, Poland")
  )
Description: Implements a comprehensive suite of statistical tests for
    evaluating the accuracy of forecasting models against a benchmark.
    The package is grounded in the reality check framework of White
    (2000) <doi:10.1111/1468-0262.00152>, extended by Hansen (2005)
    <doi:10.1198/073500105000000063> for Superior Predictive Ability
    (SPA), 'Giacomini' & White (2006) <doi:10.1111/j.1468-0262.2006.00718.x>
    for Conditional Predictive Ability (CPA), and 'Corradi' & Swanson
    (2006) <doi:10.1016/j.jeconom.2005.07.026> for predictive density
    evaluation via the 'Kullback'-'Leibler' Information Criterion ('KLIC') and
    'ZP' Quantile Loss test, the Continuous Ranked Probability
    Score ('CRPS') ('Gneiting' & 'Raftery', 2007)
    <doi:10.1198/016214506000001437>, coverage tests ('Kupiec', 1995)
    <doi:10.3905/jod.1995.407942>, 'HAC' covariance estimation ('Newey' &
    West, 1987) <doi:10.2307/1913610>, and Moving Block Bootstrap
    resampling ('Kunsch', 1989) <doi:10.1214/aos/1176347265>.
Imports: ggplot2, gridExtra, ggrepel, rlang, stats
Encoding: UTF-8
LazyData: true
Note: This research was funded in whole by National Science Centre,
        Poland, grant number 2022/45/B/HS4/00510.
RoxygenNote: 7.3.3
Version: 1.0
Date: 2026-05-29
License: GPL-3
NeedsCompilation: no
Author: Joanna Jedrzejewska [aut, cre] (Faculty of Economic Sciences,
    University of Warsaw, Poland),
  Krzysztof Drachal [ctb] (Faculty of Economic Sciences, University of
    Warsaw, Poland)
Maintainer: Joanna Jedrzejewska <j.jedrzejewska3@uw.edu.pl>
Depends: R (>= 3.5.0)
Packaged: 2026-05-29 11:34:48 UTC; joannajedrzejewska
Language: en-US
Repository: CRAN
Date/Publication: 2026-06-02 08:20:08 UTC
Built: R 4.4.3; ; 2026-06-02 11:45:53 UTC; unix
