eDMA: Dynamic Model Averaging with Grid Search

Perform Dynamic Model Averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003> using parallel computing.

Version: 1.4-0
Depends: zoo, xts, methods, parallel
Imports: Rcpp (≥ 0.12.5)
LinkingTo: Rcpp, RcppArmadillo
Published: 2017-02-01
Author: Leopoldo Catania & Nima Nonejad
Maintainer: Leopoldo Catania <leopoldo.catania at uniroma2.it>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: Requires the OpenMP library for parallel computing. If the OpenMP library is not available, the code is executed sequentially and a warning is printed.
Materials: README
CRAN checks: eDMA results

Downloads:

Reference manual: eDMA.pdf
Vignettes: Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package
Package source: eDMA_1.4-0.tar.gz
Windows binaries: r-devel: eDMA_1.4-0.zip, r-release: eDMA_1.4-0.zip, r-oldrel: eDMA_1.4-0.zip
OS X El Capitan binaries: r-release: eDMA_1.4-0.tgz
OS X Mavericks binaries: r-oldrel: eDMA_1.4-0.tgz
Old sources: eDMA archive

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