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.

Package details

AuthorLeopoldo Catania [aut,cre], Nima Nonejad [aut]
MaintainerLeopoldo Catania <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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eDMA documentation built on Aug. 27, 2018, 5:04 p.m.