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MCS

Model Confidence Set Procedure

v0.2.0 · Mar 19, 2026 · GPL-2

Description

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

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CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 24, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Leopoldo Catania <leopoldo.catania@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Leopoldo", "Catania", "&", "Mauro"),
                      family = "Bernardi",
               
...[truncated]...
following (possibly) invalid file URI:
  URI: 1306.2834
    From: inst/doc/The_Model_Confidence_Set_Package_for_R.pdf

Found the following URLs which should use \doi (with the DOI name only):
  File ‘LossVol.Rd’:
    http://dx.doi.org/10.1002/jae.800
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Leopoldo Catania <leopoldo.catania@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Leopoldo", "Catania", "&", "Mauro"),
                      family = "Bernardi",
               
...[truncated]...
following (possibly) invalid file URI:
  URI: 1306.2834
    From: inst/doc/The_Model_Confidence_Set_Package_for_R.pdf

Found the following URLs which should use \doi (with the DOI name only):
  File ‘LossVol.Rd’:
    http://dx.doi.org/10.1002/jae.800

Reverse Dependencies (3)

imports

suggests

Dependency Network

Dependencies Reverse dependencies EEML BigVAR sentometrics MCS

Version History

updated 0.2.0 ← 0.1.3 diff Mar 19, 2026
new 0.1.3 Mar 10, 2026
updated 0.1.3 ← 0.1.2 diff Aug 3, 2017
updated 0.1.2 ← 0.1.1 diff Jul 25, 2017
updated 0.1.1 ← 0.1.0 diff Mar 21, 2015
new 0.1.0 Nov 17, 2014