DESCRIPTION

Package: MultiHorizonSPA
Type: Package
Title: Multi Horizon Superior Predictive Ability
Version: 1.0.1
Authors@R: c(person("Luca", "Barbaglia", 
                     email = "luc.barbaglia@gmail.com", role = c("aut", "cre")), 
            person("Eoghan", "O'Neill", 
                     email = "oneill@ese.eur.nl", role = c("aut")), 
            person("Rogier", "Quaedvlieg", 
                     email = "quaedvlieg@ese.eur.nl", role = "aut"))
Maintainer: Luca Barbaglia <luc.barbaglia@gmail.com>
Description: Run the Multi Horizon Superior Predictive Ability tests by Quaedvlieg (2021) <doi:10.1080/07350015.2019.1620074>, to compare the predictive performance of two distinct models when jointly considering all horizons of a forecast path.
Depends: R (>= 3.5.0)
Imports: 
    Rcpp,
    matlab,
    stats,
    dqrng,
    BH,
    sitmo
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
LinkingTo: 
    Rcpp,
    RcppArmadillo,
    dqrng,
    BH,
    sitmo