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: |
1.5-3 |
| Depends: |
zoo, xts, methods, parallel |
| Imports: |
Rcpp (≥ 0.12.5) |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2018-08-27 |
| DOI: |
10.32614/CRAN.package.eDMA |
| Author: |
Leopoldo Catania [aut,cre], Nima Nonejad [aut] |
| 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 ChangeLog |
| CRAN checks: |
eDMA results |