StatComp21081-package: Model Averaging and prediction
In matheming/StatComp21081: What the Package Does in One 'Title Case' Line

Description Details Author(s) References Examples

A package with a model averaging function, and after model averaging, a prediction function is avaliable for predicting new data.

Function ModelAve() averages models, and PredictMA() predicts with new data. Auxiliary function 'ff2nC()' generate an index matrix.

Jianming Wu

Maintainer: Jianming Wu <matheming@mail.ustc.edu.cn>

Hansen, B. E. (2007). Least squares model averaging. Econometrica, 75(4), 1175-1189.

Hansen, B. E., & Racine, J. S. (2012). Jackknife model averaging. Journal of Econometrics, 167(1), 38-46.

  ## Not run: 
n <- 10
p <-3
X <- data.frame(matrix(rnorm(n*p), n, p))
beta <- c(1, 2, 3)
y <- X %*% beta
Data <- cbind(y, X)
subset <- matrix(c(1,0,0,0,1,0),ncol=p)
get_MA<-MA(y~., Data, method="MMA", Subset = subset)
PredictMA(data.frame(matrix(rnorm(5*p),ncol=p)),get_MA)
  
## End(Not run)