To cite package ‘PredictorSelect’ in publications use:

Peng R (2024). PredictorSelect: Out-of-Sample Predictability in Predictive Regressions with Many Predictor Candidates. R package version 0.1.0, https://CRAN.R-project.org/package=PredictorSelect.

Corresponding BibTeX entry:

  @Manual{,
    title = {PredictorSelect: Out-of-Sample Predictability in
      Predictive Regressions with Many Predictor Candidates},
    author = {Rong Peng},
    year = {2024},
    note = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=PredictorSelect},
  }