CRAN/E | eDMA

eDMA

Dynamic Model Averaging with Grid Search

Installation

About

Perform dynamic model averaging with grid search as in Dangl and Halling (2012) doi:10.1016/j.jfineco.2012.04.003 using parallel computing.

Citation eDMA citation info
System requirements Requires the OpenMP library for parallel computing. If the OpenMP library is not available, the code is executed sequentially and a warning is printed.

Key Metrics

Version 1.5-3
Published 2018-08-27 2069 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks eDMA results

Downloads

Yesterday 9 0%
Last 7 days 36 -31%
Last 30 days 210 -4%
Last 90 days 603 -32%
Last 365 days 2.793 -16%

Maintainer

Maintainer

Leopoldo Catania

leopoldo.catania@econ.au.dk

Authors

Leopoldo Catania

aut / cre

Nima Nonejad

aut

Material

README
ChangeLog
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

eDMA archive

Depends

zoo
xts
methods
parallel

Imports

Rcpp ≥ 0.12.5

LinkingTo

Rcpp
RcppArmadillo