Package: PredictorSelect
Type: Package
Title: Out-of-Sample Predictability in Predictive Regressions with Many
        Predictor Candidates
Version: 0.1.0
Authors@R: 
    person("Rong", "Peng", , "r.peng@soton.ac.uk", role = c("aut", "cre"))
Description: Consider a linear predictive regression setting with a
        potentially large set of candidate predictors. This work is
        concerned with detecting the presence of out of sample
        predictability based on out of sample mean squared error
        comparisons given in Gonzalo and Pitarakis (2023)
        <doi:10.1016/j.ijforecast.2023.10.005>.
License: GPL
Encoding: UTF-8
RoxygenNote: 7.3.1
NeedsCompilation: no
Packaged: 2026-10-06 13:18:27 UTC; root
Author: Rong Peng [aut, cre]
Maintainer: Rong Peng <r.peng@soton.ac.uk>
Repository: https://cran.r-universe.dev
Date/Publication: 2024-06-11 02:42:23 UTC
RemoteUrl: https://github.com/cran/PredictorSelect
RemoteRef: HEAD
RemoteSha: 7060af3c352ea0a96661f01e215427fcef4f9409