The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
The encompassing test is developed based on multi-step-ahead predictions of two nested models as in Pitarakis, J. (2023) <doi:10.48550/arXiv.2312.16099>. The statistics are standardised to a normal distribution, and the null hypothesis is that the larger model contains no additional useful information. P-values will be provided in the output.
| Version: | 0.22 |
| Imports: | pracma, stats |
| Published: | 2024-02-19 |
| DOI: | 10.32614/CRAN.package.EncompassTest |
| Author: | Rong Peng [aut, cre] |
| Maintainer: | Rong Peng <r.peng at soton.ac.uk> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| CRAN checks: | EncompassTest results |
| Reference manual: | EncompassTest.pdf |
| Package source: | EncompassTest_0.22.tar.gz |
| Windows binaries: | r-devel: EncompassTest_0.22.zip, r-release: EncompassTest_0.22.zip, r-oldrel: EncompassTest_0.22.zip |
| macOS binaries: | r-release (arm64): EncompassTest_0.22.tgz, r-oldrel (arm64): EncompassTest_0.22.tgz, r-release (x86_64): EncompassTest_0.22.tgz, r-oldrel (x86_64): EncompassTest_0.22.tgz |
Please use the canonical form https://CRAN.R-project.org/package=EncompassTest to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.