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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "RCtest" in publications use:'
type: software
license: GPL-3.0-only
title: 'RCtest: Reality Check and Predictive Ability Tests for Forecast Evaluation'
version: '1.0'
doi: 10.32614/CRAN.package.RCtest
abstract: 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) <https://doi.org/10.1111/1468-0262.00152>,
  extended by Hansen (2005) <https://doi.org/10.1198/073500105000000063> for Superior
  Predictive Ability (SPA), 'Giacomini' & White (2006) <https://doi.org/10.1111/j.1468-0262.2006.00718.x>
  for Conditional Predictive Ability (CPA), and 'Corradi' & Swanson (2006) <https://doi.org/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) <https://doi.org/10.1198/016214506000001437>, coverage
  tests ('Kupiec', 1995) <https://doi.org/10.3905/jod.1995.407942>, 'HAC' covariance
  estimation ('Newey' & West, 1987) <https://doi.org/10.2307/1913610>, and Moving
  Block Bootstrap resampling ('Kunsch', 1989) <https://doi.org/10.1214/aos/1176347265>.
authors:
- family-names: Jedrzejewska
  given-names: Joanna
  email: j.jedrzejewska3@uw.edu.pl
repository: https://joannajedrzejewska.r-universe.dev
commit: 962f5566a52320505b1dc09c1193521ea883b7f0
date-released: '2026-05-29'
contact:
- family-names: Jedrzejewska
  given-names: Joanna
  email: j.jedrzejewska3@uw.edu.pl