Dynamic Model Averaging with Grid Search

Documentation for package ‘eDMA’ version 1.5-3

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).