Man pages for eDMA
Dynamic Model Averaging with Grid Search

BacktestDMABacktest measures for Dynamic Model Averaging and comparison...
DMAPerform Dynamic Model Averaging
DMA-classclass: Class for the DMA class
eDMA-packageDynamic Model Averaging with Modifications
LagLag a vector or a matrix of observations
PowerSetBuild the power set of the values {0,1,2,...,'iK'}.
SimDatadata: Simulated data from DLM of West and Harrison (1999).
SimulateDLMSimulate from DLM of West and Harrison (1999).
USDatadata: Quarterly US inflation and associated predictors
USRecessionsdata: Dates of U.S. recessions as inferred by GDP-based...
eDMA documentation built on Aug. 27, 2018, 5:04 p.m.