Dynamic Model Averaging with Grid Search


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Documentation for package ‘eDMA’ version 1.5-3

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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).