zhzhao07/UMA: Universal Model Averaging

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.

Getting started

Package details

AuthorLi Wen <wlwendy1008@163.com>, Zhihao Zhao <zhzhao@cueb.edu.cn>, Yuhong Yang <yyang@stat.umn.edu>
MaintainerLi Wen <wlwendy1008@163.com>, Zhihao Zhao <zhzhao@cueb.edu.cn>
LicenseGPL-2
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("zhzhao07/UMA")
zhzhao07/UMA documentation built on Sept. 1, 2022, 2:49 p.m.