<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Reality Check and Predictive Ability Tests for Forecast
Evaluation</dc:title>
  <dc:title>R package RCtest version 1.0</dc:title>
  <dc: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) &lt;doi:10.1111/1468-0262.00152&gt;, extended by Hansen (2005)
    &lt;doi:10.1198/073500105000000063&gt; for Superior Predictive Ability
    (SPA), 'Giacomini' &amp; White (2006) &lt;doi:10.1111/j.1468-0262.2006.00718.x&gt;
    for Conditional Predictive Ability (CPA), and 'Corradi' &amp; Swanson
    (2006) &lt;doi:10.1016/j.jeconom.2005.07.026&gt; for predictive density
    evaluation via the 'Kullback'-'Leibler' Information Criterion ('KLIC') and
    'ZP' Quantile Loss test, the Continuous Ranked Probability
    Score ('CRPS') ('Gneiting' &amp; 'Raftery', 2007)
    &lt;doi:10.1198/016214506000001437&gt;, coverage tests ('Kupiec', 1995)
    &lt;doi:10.3905/jod.1995.407942&gt;, 'HAC' covariance estimation ('Newey' &amp;
    West, 1987) &lt;doi:10.2307/1913610&gt;, and Moving Block Bootstrap
    resampling ('Kunsch', 1989) &lt;doi:10.1214/aos/1176347265&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5.0)</dc:relation>
  <dc:relation>Imports: ggplot2, gridExtra, ggrepel, rlang, stats</dc:relation>
  <dc:creator>Joanna Jedrzejewska &lt;j.jedrzejewska3@uw.edu.pl&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Joanna Jedrzejewska [aut, cre] (Faculty of Economic Sciences,
    University of Warsaw, Poland),
  Krzysztof Drachal [ctb] (Faculty of Economic Sciences, University of
    Warsaw, Poland)</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2026-06-02</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=RCtest</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.RCtest</dc:identifier>
  <dc:language>en-US</dc:language>
</oai_dc:dc>
