eDMA-package |
Dynamic Model Averaging with Modifications |
as.data.frame-method |
class: Class for the DMA class |
BacktestDMA |
Backtest measures for Dynamic Model Averaging and comparison with Dynamic Model Selection |
coef-method |
class: Class for the DMA class |
DMA |
Perform Dynamic Model Averaging |
DMA-class |
class: Class for the DMA class |
eDMA |
Dynamic Model Averaging with Modifications |
getLastForecast |
class: Class for the DMA class |
getLastForecast-method |
class: Class for the DMA class |
inclusion.prob |
class: Class for the DMA class |
inclusion.prob-method |
class: Class for the DMA class |
Lag |
Lag a vector or a matrix of observations |
plot-method |
class: Class for the DMA class |
PowerSet |
Build the power set of the values {0,1,2,...,'iK'}. |
pred.like |
class: Class for the DMA class |
pred.like-method |
class: Class for the DMA class |
residuals-method |
class: Class for the DMA class |
show-method |
class: Class for the DMA class |
SimData |
data: Simulated data from DLM of West and Harrison (1999). |
SimulateDLM |
Simulate from DLM of West and Harrison (1999). |
summary-method |
class: Class for the DMA class |
USData |
data: Quarterly US inflation and associated predictors |
USRecessions |
data: Dates of U.S. recessions as inferred by GDP-based recession indicator (JHDUSRGDPBR). |