Man pages for fDMA
Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

altfComputes a Few Alternative Forecasts.
altf2Computes a Few Alternative Forecasts Based on Model...
altf3Computes a Rolling Regression Averaged over Different Window...
altf4Computes a Time-Varying Parameters Rolling Regression...
archtestComputes Engle's ARCH Test.
coef.dmaExtracts Averaged Coefficients from 'dma' Model.
crudeoilCrude Oil Data.
descstatComputes Basic Descriptive Statistics.
dmtestComputes Diebold-Mariano Test.
fDMAComputes Dynamic Model Averaging.
fitted.dmaExtracts Fitted Values from 'dma' Model.
gNormalizeNormalizes a Numeric Matrix by Rows.
grid.DMAComputes 'fDMA' Function for Multiple Values of 'alpha' and...
grid.roll.regComputes 'roll.reg' Function for Multiple Values of 'window'.
grid.tvpComputes 'tvp' Function for Multiple Values of 'lambda'.
hit.ratioComputes Hit Ratio (HR) for Forecast.
hmdmtestComputes Diebold-Mariano Test when Presence of ARCH Effects...
mdmtestComputes Harvey-Leybourne-Newbold Test.
normalizeNormalizes a Numeric Matrix by Columns.
onevarCreates a 'matrix' of one-variable models.
plot.altfPlots Selected Outcomes from 'altf' Object.
plot.altf2Plots Selected Outcomes from 'altf2' Object.
plot.altf3Plots Selected Outcomes from 'altf3' Object.
plot.altf4Plots Selected Outcomes from 'altf4' Object.
plot.dmaPlots Selected Outcomes from 'fDMA' Function.
plot.grid.dmaPlots Selected Outcomes from 'grid.DMA' Function.
plot.grid.roll.regPlots Selected Outcomes from 'grid.roll.reg' Function.
plot.grid.tvpPlots Selected Outcomes from 'grid.tvp' Function.
plot.regPlots Selected Outcomes from 'reg' Object.
plot.tvpPlots Selected Outcomes from 'tvp' Object.
predict.dmaComputes Predictions from 'dma' Model.
print.altfPrints 'altf' Object.
print.altf2Prints 'altf2' Object.
print.altf3Prints 'altf3' Object.
print.altf4Prints 'altf4' Object.
print.dmaPrints 'dma' Object.
print.grid.dmaPrints 'grid.dma' Object.
print.grid.roll.regPrints 'grid.roll.reg' Object.
print.grid.tvpPrints 'grid.tvp' Object.
print.regPrints 'reg' Object.
print.tvpPrints 'tvp' Object.
rec.regComputes Recursive Regression.
reduce.sizeReduces the Size of 'fDMA' or 'grid.DMA' Outcomes.
residuals.dmaExtracts Residuals from 'dma' Model.
roll.regComputes Rolling Regression.
rviExtracts Relative Variable Importances from 'fDMA' Model.
standardizeStandardizes a Numeric Matrix by Columns.
stestComputes a Few Stationarity Tests.
summary.altfSummarizes Outcomes from 'altf' Object.
summary.altf2Summarizes Outcomes from 'altf2' Object.
summary.altf3Summarizes Outcomes from 'altf3' Object.
summary.altf4Summarizes Outcomes from 'altf4' Object.
summary.dmaSummarizes Outcomes from 'dma' Object.
summary.grid.dmaSummarizes Outcomes from 'grid.dma' Objects.
summary.grid.roll.regSummarizes Outcomes from 'grid.roll.reg' Objects.
summary.grid.tvpSummarizes Outcomes from 'grid.tvp' Objects.
summary.regSummarizes Outcomes from 'reg' Object.
summary.tvpSummarizes Outcomes from 'tvp' Object.
trendsGoogle Trends for Crude Oil Data.
tvpComputes Time-Varying Parameters Regression.
fDMA documentation built on July 26, 2023, 6:09 p.m.