{ "_id": "6a1ff79eb401979e734438c3", "Package": "RCtest", "Title": "Reality Check and Predictive Ability Tests for Forecast\nEvaluation", "Authors@R": "c(\nperson(\"Joanna\", \"Jedrzejewska\", , \"j.jedrzejewska3@uw.edu.pl\", role = c(\"aut\", \"cre\"),\ncomment = \"Faculty of Economic Sciences, University of Warsaw, Poland\"),\nperson(\"Krzysztof\", \"Drachal\", , \"kdrachal@wne.uw.edu.pl\", role = \"ctb\",\ncomment = \"Faculty of Economic Sciences, University of Warsaw, Poland\")\n)", "Description": "Implements a comprehensive suite of statistical tests for\nevaluating the accuracy of forecasting models against a\nbenchmark. The package is grounded in the reality check\nframework of White (2000) ,\nextended by Hansen (2005) for\nSuperior Predictive Ability (SPA), 'Giacomini' & White (2006)\n for Conditional\nPredictive Ability (CPA), and 'Corradi' & Swanson (2006)\n for predictive density\nevaluation via the 'Kullback'-'Leibler' Information Criterion\n('KLIC') and 'ZP' Quantile Loss test, the Continuous Ranked\nProbability Score ('CRPS') ('Gneiting' & 'Raftery', 2007)\n, coverage tests ('Kupiec',\n1995) , 'HAC' covariance\nestimation ('Newey' & West, 1987) , and\nMoving Block Bootstrap resampling ('Kunsch', 1989)\n.", "Encoding": "UTF-8", "LazyData": "true", "Note": "This research was funded in whole by National Science Centre,\nPoland, 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,\nUniversity of Warsaw, Poland), Krzysztof Drachal [ctb] (Faculty\nof Economic Sciences, University of Warsaw, Poland)", "Maintainer": "Joanna Jedrzejewska ", "Packaged": { "Date": "2026-06-03 09:41:44 UTC", "User": "root" }, "Language": "en-US", "Repository": "https://joannajedrzejewska.r-universe.dev", "Date/Publication": "2026-06-02 08:20:08 UTC", "RemoteUrl": "https://github.com/cran/RCtest", "RemoteRef": "HEAD", "RemoteSha": "962f5566a52320505b1dc09c1193521ea883b7f0", "MD5sum": "aaf61f7243576287c2169f445399d902", "_user": "joannajedrzejewska", "_type": "src", "_file": "RCtest_1.0.tar.gz", "_fileid": "42e8ccdc2fcf74839053d92c143560782674d65846a5eb9adab9823a1814c0d3", "_filesize": 434008, "_sha256": "42e8ccdc2fcf74839053d92c143560782674d65846a5eb9adab9823a1814c0d3", "_created": "2026-06-03T09:41:44.000Z", "_published": "2026-06-03T09:45:02.146Z", "_distro": "noble", "_jobs": [ { "job": 79265669117, "time": 137, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7381089919" }, { "job": 79265669128, "time": 119, 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