LeopoldoCatania/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.

Getting started

Package details

AuthorLeopoldo Catania [aut,cre], Nima Nonejad [aut]
MaintainerLeopoldo Catania <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
LeopoldoCatania/eDMA documentation built on May 8, 2019, 11:20 p.m.