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 [aut, cre], Nima Nonejad [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 executedsequentially and a warning is printed. |
| Citation: | eDMA citation info |
| Materials: | README,ChangeLog |
| CRAN checks: | eDMA results |