{ "_id": "6ad5c5d14a34890ab49389a5", "Package": "ForeComp", "Type": "Package", "Title": "Size-Power Tradeoff Visualization for Equal Predictive Ability\nof Two Forecasts", "Version": "1.0.0", "Author": "Nathan Schor [aut], Minchul Shin [aut, cre, cph]", "Maintainer": "Minchul Shin ", "Authors@R": "c(\nperson(\"Nathan\", \"Schor\", role = \"aut\"),\nperson(\"Minchul\", \"Shin\",\nemail = \"visiblehand@gmail.com\",\nrole = c(\"aut\", \"cre\", \"cph\"))\n)", "Description": "Offers tools for visualizing and analyzing size and power\nproperties of tests for equal predictive accuracy, including\nDiebold-Mariano and related procedures. Provides multiple\nDiebold-Mariano test implementations based on fixed-smoothing\napproaches, including fixed-b methods such as Kiefer and\nVogelsang (2005) , and\napplications to tests for equal predictive accuracy as in\nCoroneo and Iacone (2020) , alongside\nconventional large-sample approximations. HAR inference\ninvolves nonparametric estimation of the long-run variance, and\na key tuning parameter (the truncation parameter) trades off\nsize and power. Lazarus, Lewis, and Stock (2021)\n theoretically characterize the\nsize-power frontier for the Gaussian multivariate location\nmodel. 'ForeComp' computes and visualizes the finite-sample\nsize-power frontier of the Diebold-Mariano test based on\nfixed-b asymptotics together with the Bartlett kernel. To\ncompute finite-sample size and power, it fits a best\napproximating ARMA process to the input data and reports how\nthe truncation parameter performs and how robust testing\noutcomes are to its choice.", "License": "GPL (>= 3)", "Encoding": "UTF-8", "URL": "https://github.com/mcmcs/ForeComp", "BugReports": "https://github.com/mcmcs/ForeComp/issues", "LazyData": "true", "Config/testthat/edition": "3", "RoxygenNote": "7.3.3", "Repository": "https://mcmcs.r-universe.dev", "Date/Publication": "2026-02-21 01:21:40 UTC", "RemoteUrl": "https://github.com/mcmcs/forecomp", "RemoteRef": "HEAD", "RemoteSha": "b488a5a40d6cd988d8d3287badeeef5ceef2ed57", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-19 07:01:07 UTC", "User": "root" }, "_user": "mcmcs", "_type": "src", "_file": "ForeComp_1.0.0.tar.gz", "_fileid": "https://r2.ropensci.org/56f0a62e001a2808386e1aed7becbf01066031512c3ba4f09eeaf5b8a235b6a8", "_filesize": 339835, "_sha256": 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