UMA provides adaptive model averaging (MA) with both linear and nonparamatric methods. It also allows the use of other averaging methods such as smoothed information criteria and Mallow's MA.
Package details |
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Author | Li Wen <wlwendy1008@163.com>, Zhihao Zhao <zhzhao@cueb.edu.cn>, Yuhong Yang <yyang@stat.umn.edu> |
Maintainer | Li Wen <wlwendy1008@163.com>, Zhihao Zhao <zhzhao@cueb.edu.cn> |
License | GPL-2 |
Version | 1.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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