R: Reality Check and Predictive Ability Tests for Forecast Evaluation

# Reality Check and Predictive Ability Tests for Forecast Evaluation

## Documentation for package ‘RCtest’ version 1.0

- DESCRIPTION file.
- Package NEWS.

## Help Pages

compute_crps | Compute Continuous Ranked Probability Score (CRPS)
compute_klic | Compute Kullback-Leibler Information Criterion (KLIC) Negative Log-Likelihood Scores
compute_kupiec | Value-at-Risk (VaR) Unconditional Coverage Test (Kupiec)
compute_per_model_statistics | Per-Model Diebold-Mariano Test (HAC + MBB Bootstrap)
compute_zp | Compute ZP Quantile Loss
create_unified_summary | Create Unified Summary
estimate_forecast_variance | Estimate Forecast Variance via Rolling Window
estimate_long_run_covariance | Long-Run Covariance Estimator via Bartlett Kernel (HAC)
extract_and_flatten_results_aggregated | Flatten Results for Export
generate_comprehensive_report | Generate Comprehensive Markdown Report
kullback_leibler_test | Kullback-Leibler Information Criterion (KLIC) Test
mbb_resample_data | Moving Block Bootstrap (MBB) Resampler
metals | Forecasts of Base Metals Prices
plot_cumulative_loss | Plot Cumulative Loss Differences
plot_density_forecast | Plot Density Forecast
plot_performance_metrics | Plot Performance Metrics Comparison
reality_check_zp_test | ZP Quantile Loss Reality Check Test
run_comprehensive_erc_analysis | Run Comprehensive Forecast Evaluation Analysis
superior_predictive_ability_test | Superior Predictive Ability (SPA) Test
white_reality_check | White's Reality Check (WRC)
white_reality_check_cdf_approx | White's Reality Check via Expected Loss CDF Comparison (CDF-RC)
white_reality_check_conditional | Conditional Predictive Ability (CPA) Reality Check Test