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.

AuthorLeopoldo Catania & Nima Nonejad
Date of publication2017-02-01 16:46:19
MaintainerLeopoldo Catania <leopoldo.catania@uniroma2.it>
LicenseGPL (>= 2)
Version1.4-0

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Files

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

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