R Observatory: Metrics for forecastdom version 0.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

forecastdom

0.1.0

Tools for (Un)Conditional Forecast Dominance

0packages depend

326downloads / year

30.5%test coverage

13/13checks pass

Overview

About

Maintained by Gabriel CabreraFirst published 2026-07-241 releasesCRAN page ↗GitHub ↗

A unified toolkit for out-of-sample forecast dominance testing. Covers unconditional and conditional equal and superior predictive ability, encompassing, and nested-model comparison. Implements the Diebold-Mariano test with the Harvey, Leybourne, and Newbold (1997) doi:10.1016/S0169-2070(96)00719-4 small-sample correction; the Clark-West MSFE-adjusted statistic (Clark and West, 2007) doi:10.1016/j.jeconom.2006.05.023; the ENC-NEW encompassing test of Clark and McCracken (2001) doi:10.1016/S0304-4076(01)00071-9; the Giacomini-White conditional equal predictive ability test (Giacomini and White, 2006) doi:10.1111/j.1468-0262.2006.00718.x; Hansen's superior predictive ability test (Hansen, 2005) doi:10.1198/073500105000000063; the conditional superior predictive ability test of Li, Liao, and Quaedvlieg (2022) doi:10.1093/restud/rdab039; and the uniform and average multi-horizon SPA tests of Quaedvlieg (2021) doi:10.1080/07350015.2019.1620074.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("forecastdom", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("gabbocg/forecastdom")

Development version from gabbocg/forecastdom. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-forecastdom

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-forecastdom

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-forecastdom

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 14.5 min · r-oldrel-macos-x86_64

Code health

Yes

Tests · ratio 0.11

30.5%

Coverage · measured lines

100%

Documentation · exports

4

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-07-25
6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 602 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 75%
Documented parameters: 100%
Return-value docs: 100%
References docs: 72%

Downloads

326

CRAN downloads in the past year

Rank #24,291 · ~1/day · ~27/mo

Releases R versions

Daily download trend is not available in this view yet.

26230 days

32690 days

3261 year

Compare downloads with other packages →

Also on12 r2u5 autocran

Repository

GitHub ↗ gabbocg/forecastdom

2Stars

1Forks

0Open issues

0Open PRs

1Releases

85Commits

1Contributors

85 commits · Last activity 2026-08-20

Commits over time

2026-07-26 · 832026-08-23 · 85

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/gabbocg/forecastdom on 2026-08-23.

Continuous integration (1)

GitHub Actions

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Development tooling

AI-assisted toolingBeta

Uses AI-assisted development tooling (declared in repo)

Earliest detected marker: claude on 2026-04-24

claude

Most recent: claude on 2026-04-24

Evidence

claude: on or before 2026-04-24 · evidence B, D

How this is detected·Detection ruleset v2 (updated 2026-07-29)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5

Imports (4)

MASSRcppstatsggplot2

LinkingTo (1)

Rcpp

Suggests (4)

knitr R.matlab rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Gabriel Cabrera

Author, Maintainer

Authors (1)

Gabriel Cabrera

Author, Maintainer

Package Timeline

1 release. R releases are shown for context.

0.1.0Latest
2026-07-24 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-07-24
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5
Bundled data: 1.1 MB / 12 files
Download size: 1.8 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("forecastdom")

Format

Cabrera, G. (2026). forecastdom: Tools for (Un)Conditional Forecast Dominance (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.forecastdom

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for forecastdom version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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