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.

Version:	1.5-3
Depends:	zoo, xts, methods, parallel
Imports:	Rcpp (≥ 0.12.5)
LinkingTo:	Rcpp, RcppArmadillo
Published:	2018-08-27
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

Documentation:

Reference manual:

eDMA.pdf

Downloads:

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

Linking:

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