MCS: Model Confidence Set Procedure

Perform the Model Confidence Set procedure of Hansen et.al (2011).

Version:	0.2.0
Depends:	R (≥ 3.0.1)
Imports:	methods
Published:	2026-03-19
DOI:	10.32614/CRAN.package.MCS
Author:	Leopoldo Catania [aut, cre] (ORCID: <https://orcid.org/0000-0002-0981-1921>)
Maintainer:	Leopoldo Catania <leopoldo.catania at econ.au.dk>
License:	GPL-2
NeedsCompilation:	no
Materials:	ChangeLog
CRAN checks:	MCS results

Documentation:

Reference manual:

MCS.html , MCS.pdf

Downloads:

Package source:	MCS_0.2.0.tar.gz
Windows binaries:	r-devel: MCS_0.1.3.zip, r-release: MCS_0.1.3.zip, r-oldrel: MCS_0.1.3.zip
macOS binaries:	r-release (arm64): MCS_0.1.3.tgz, r-oldrel (arm64): MCS_0.1.3.tgz, r-release (x86_64): MCS_0.1.3.tgz, r-oldrel (x86_64): MCS_0.1.3.tgz
Old sources:	MCS archive

Reverse dependencies:

Reverse imports:	EEML
Reverse suggests:	BigVAR, sentometrics

Linking:

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