eDMA: Dynamic Model Averaging with Grid Search
Version 1.4-0

Perform Dynamic Model Averaging with grid search as in Dangl and Halling (2012) using parallel computing.

Browse man pages Browse package API and functions Browse package files

AuthorLeopoldo Catania & Nima Nonejad
Date of publication2017-02-01 16:46:19
MaintainerLeopoldo Catania <leopoldo.catania@uniroma2.it>
LicenseGPL (>= 2)
Version1.4-0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("eDMA")

Man pages

BacktestDMA: Backtest measures for Dynamic Model Averaging and comparison...
DMA: Perform Dynamic Model Averaging
DMA-class: class: Class for the DMA class
eDMA-package: Dynamic Model Averaging with Modifications
Lag: Lag a vector or a matrix of observations
PowerSet: Build the power set of the values {0,1,2,...,'iK'}.
SimData: data: Simulated data from DLM of West and Harrison (1999).
SimulateDLM: Simulate from DLM of West and Harrison (1999).
USData: data: Quarterly US inflation and associated predictors

Functions

BacktestDMA Man page Source code
DMA Man page Source code
DMA-class Man page
Lag Man page Source code
LegendFun Source code
LegendFunDMAclass Source code
PlotLabel2Number Source code
PlotMenu Source code
PlotNumber2Label Source code
PowerSet Man page Source code
SimData Man page
SimulateDLM Man page Source code
TitleFun Source code
TitleFunClass Source code
USData Man page
as.data.frame,DMA-method Man page
coef,DMA-method Man page
eDMA Man page
eDMA-package Man page
funcEstimate_Eff Source code
funcEstimate_Eff_par Source code
getLastForecast Man page Source code
getLastForecast,DMA-method Man page
inclusion.prob Man page Source code
inclusion.prob,DMA-method Man page
na.omit_new Source code
plot,DMA,missing-method Man page
pred.like Man page Source code
pred.like,DMA-method Man page
residuals,DMA-method Man page
show,DMA-method Man page
summary,DMA-method Man page

Files

inst
inst/doc
inst/doc/eDMA_1.4-0.pdf
inst/doc/eDMA_1.4-0.Rnw
src
src/Makevars
src/Utils.h
src/Distributions.h
src/Combinations.h
src/Estimate.h
src/Estimate_par.cpp
src/Combinations.cpp
src/Utils.cpp
src/Simulate.cpp
src/Makevars.win
src/Distributions.cpp
src/RcppExports.cpp
src/Estimate.cpp
NAMESPACE
data
data/USData.rda
data/SimData.rda
R
R/Utils.R
R/ClassMethods.R
R/Figures.R
R/Estimate.R
R/RcppExports.R
R/BackTest.R
R/Lag.R
vignettes
vignettes/Figure6.pdf
vignettes/Figure3.pdf
vignettes/Figure1.pdf
vignettes/Figure0.pdf
vignettes/1.1
vignettes/1.1/Simulation_InclusionProbabilities.pdf
vignettes/1.1/InclusionProbabilities.pdf
vignettes/1.1/FilteredBeta.pdf
vignettes/1.1/eDMA_1.1.Rnw
vignettes/1.1/PriorAndESize.pdf
vignettes/1.1/CombinedPlots.pdf
vignettes/1.1/ComputationalTime.pdf
vignettes/Figure4.pdf
vignettes/Figure5.pdf
vignettes/Figure2.pdf
vignettes/eDMA_1.4-0.Rnw
README.md
MD5
build
build/vignette.rds
build/partial.rdb
DESCRIPTION
man
man/SimulateDLM.Rd
man/SimData.Rd
man/eDMA-package.Rd
man/PowerSet.Rd
man/Lag.Rd
man/DMA.Rd
man/USData.Rd
man/DMA-class.Rd
man/BacktestDMA.Rd
eDMA documentation built on May 19, 2017, 3:18 p.m.