R Observatory: Metrics for RCtest version 1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

RCtest

1.0

Reality Check and Predictive Ability Tests for Forecast Evaluation

0packages depend

611downloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Joanna JedrzejewskaFirst published 2026-06-021 releasesCRAN page ↗

Implements a comprehensive suite of statistical tests for evaluating the accuracy of forecasting models against a benchmark. The package is grounded in the reality check framework of White (2000) doi:10.1111/1468-0262.00152, extended by Hansen (2005) doi:10.1198/073500105000000063 for Superior Predictive Ability (SPA), 'Giacomini' & White (2006) doi:10.1111/j.1468-0262.2006.00718.x for Conditional Predictive Ability (CPA), and 'Corradi' & Swanson (2006) doi:10.1016/j.jeconom.2005.07.026 for predictive density evaluation via the 'Kullback'-'Leibler' Information Criterion ('KLIC') and 'ZP' Quantile Loss test, the Continuous Ranked Probability Score ('CRPS') ('Gneiting' & 'Raftery', 2007) doi:10.1198/016214506000001437, coverage tests ('Kupiec', 1995) doi:10.3905/jod.1995.407942, 'HAC' covariance estimation ('Newey' & West, 1987) doi:10.2307/1913610, and Moving Block Bootstrap resampling ('Kunsch', 1989) doi:10.1214/aos/1176347265.

Install

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

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

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

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-rctest

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-RCtest

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-RCtest

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

Health

CRAN checks

13OK

Slowest check: 2.0 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

5

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
OK2026-06-03
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 86%
Documented parameters: 100%
Return-value docs: 100%
References docs: 82%

Downloads

611

CRAN downloads in the past year

Rank #17,418 · ~2/day · ~51/mo

Releases R versions

Daily download trend is not available in this view yet.

8630 days

61190 days

6111 year

Compare downloads with other packages →

Also on14 r2u6 autocran

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (5)

ggplot2 gridExtra ggrepel rlangstats

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Joanna Jedrzejewska

Author, Maintainer

Authors (1)

Joanna Jedrzejewska

Author, Maintainer

Contributors (1)

Krzysztof Drachal

Contributor

Package Timeline

1 release. R releases are shown for context.

1.0Latest
2026-06-02 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-06-02
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 17 KB / 1 file
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("RCtest")

Format

Jedrzejewska, J., & Drachal, K. (2026). RCtest: Reality Check and Predictive Ability Tests for Forecast Evaluation (Version 1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.RCtest

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 RCtest version 1.0 [Data set]. HJJB, LLC. Data release v2026-08-08. https://doi.org/10.5281/zenodo.21843040

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

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