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Perform dynamic model averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003> using parallel computing.
| Version: | 1.5-3 |
| Depends: | zoo, xts, methods, parallel |
| Imports: | Rcpp (≥ 0.12.5) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2018-08-27 |
| DOI: | 10.32614/CRAN.package.eDMA |
| Author: | Leopoldo Catania [aut,cre], Nima Nonejad [aut] |
| Maintainer: | Leopoldo Catania <leopoldo.catania at econ.au.dk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| SystemRequirements: | Requires the OpenMP library for parallel computing. If the OpenMP library is not available, the code is executed sequentially and a warning is printed. |
| Citation: | eDMA citation info |
| Materials: | README ChangeLog |
| CRAN checks: | eDMA results |
| Reference manual: | eDMA.pdf |
| Package source: | eDMA_1.5-3.tar.gz |
| Windows binaries: | r-devel: eDMA_1.5-3.zip, r-release: eDMA_1.5-3.zip, r-oldrel: eDMA_1.5-3.zip |
| macOS binaries: | r-release (arm64): eDMA_1.5-3.tgz, r-oldrel (arm64): eDMA_1.5-3.tgz, r-release (x86_64): eDMA_1.5-3.tgz, r-oldrel (x86_64): eDMA_1.5-3.tgz |
| Old sources: | eDMA archive |
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