Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

altf | Computes a Few Alternative Forecasts. |

altf2 | Computes a Few Alternative Forecasts Based on Model... |

altf3 | Computes a Rolling Regression Averaged over Different Window... |

altf4 | Computes a Time-Varying Parameters Rolling Regression... |

archtest | Computes Engle's ARCH Test. |

coef.dma | Extracts Averaged Coefficients from 'dma' Model. |

crudeoil | Crude Oil Data. |

descstat | Computes Basic Descriptive Statistics. |

dmtest | Computes Diebold-Mariano Test. |

fDMA | Computes Dynamic Model Averaging. |

fitted.dma | Extracts Fitted Values from 'dma' Model. |

gNormalize | Normalizes a Numeric Matrix by Rows. |

grid.DMA | Computes 'fDMA' Function for Multiple Values of 'alpha' and... |

grid.roll.reg | Computes 'roll.reg' Function for Multiple Values of 'window'. |

grid.tvp | Computes 'tvp' Function for Multiple Values of 'lambda'. |

hit.ratio | Computes Hit Ratio (HR) for Forecast. |

hmdmtest | Computes Diebold-Mariano Test when Presence of ARCH Effects... |

mdmtest | Computes Harvey-Leybourne-Newbold Test. |

normalize | Normalizes a Numeric Matrix by Columns. |

onevar | Creates a 'matrix' of one-variable models. |

plot.altf | Plots Selected Outcomes from 'altf' Object. |

plot.altf2 | Plots Selected Outcomes from 'altf2' Object. |

plot.altf3 | Plots Selected Outcomes from 'altf3' Object. |

plot.altf4 | Plots Selected Outcomes from 'altf4' Object. |

plot.dma | Plots Selected Outcomes from 'fDMA' Function. |

plot.grid.dma | Plots Selected Outcomes from 'grid.DMA' Function. |

plot.grid.roll.reg | Plots Selected Outcomes from 'grid.roll.reg' Function. |

plot.grid.tvp | Plots Selected Outcomes from 'grid.tvp' Function. |

plot.reg | Plots Selected Outcomes from 'reg' Object. |

plot.tvp | Plots Selected Outcomes from 'tvp' Object. |

predict.dma | Computes Predictions from 'dma' Model. |

print.altf | Prints 'altf' Object. |

print.altf2 | Prints 'altf2' Object. |

print.altf3 | Prints 'altf3' Object. |

print.altf4 | Prints 'altf4' Object. |

print.dma | Prints 'dma' Object. |

print.grid.dma | Prints 'grid.dma' Object. |

print.grid.roll.reg | Prints 'grid.roll.reg' Object. |

print.grid.tvp | Prints 'grid.tvp' Object. |

print.reg | Prints 'reg' Object. |

print.tvp | Prints 'tvp' Object. |

rec.reg | Computes Recursive Regression. |

reduce.size | Reduces the Size of 'fDMA' or 'grid.DMA' Outcomes. |

residuals.dma | Extracts Residuals from 'dma' Model. |

roll.reg | Computes Rolling Regression. |

rvi | Extracts Relative Variable Importances from 'fDMA' Model. |

standardize | Standardizes a Numeric Matrix by Columns. |

stest | Computes a Few Stationarity Tests. |

summary.altf | Summarizes Outcomes from 'altf' Object. |

summary.altf2 | Summarizes Outcomes from 'altf2' Object. |

summary.altf3 | Summarizes Outcomes from 'altf3' Object. |

summary.altf4 | Summarizes Outcomes from 'altf4' Object. |

summary.dma | Summarizes Outcomes from 'dma' Object. |

summary.grid.dma | Summarizes Outcomes from 'grid.dma' Objects. |

summary.grid.roll.reg | Summarizes Outcomes from 'grid.roll.reg' Objects. |

summary.grid.tvp | Summarizes Outcomes from 'grid.tvp' Objects. |

summary.reg | Summarizes Outcomes from 'reg' Object. |

summary.tvp | Summarizes Outcomes from 'tvp' Object. |

trends | Google Trends for Crude Oil Data. |

tvp | Computes Time-Varying Parameters Regression. |

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