doi:10.1016/j.jfineco.2012.04.003> using parallel computing.">

eDMA: Dynamic Model Averaging with Grid Search (original) (raw)

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: 1.5-4
Depends: zoo, xts, methods, parallel
Imports: Rcpp (≥ 0.12.5)
LinkingTo: Rcpp, RcppArmadillo
Published: 2025-05-12
DOI: 10.32614/CRAN.package.eDMA
Author: Leopoldo Catania ORCID iD [aut, cre], Nima Nonejad ORCID iD [ctb]
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,
CRAN checks: eDMA results

Documentation:

Reference manual: eDMA.html , <eDMA.pdf>

Downloads:

Package source: eDMA_1.5-4.tar.gz
Windows binaries: r-devel: eDMA_1.5-4.zip, r-release: eDMA_1.5-4.zip, r-oldrel: eDMA_1.5-4.zip
macOS binaries: r-release (arm64): eDMA_1.5-4.tgz, r-oldrel (arm64): eDMA_1.5-4.tgz, r-release (x86_64): eDMA_1.5-4.tgz, r-oldrel (x86_64): eDMA_1.5-4.tgz
Old sources: eDMA archive

Linking:

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