Package: fDMA
Type: Package
Title: Dynamic Model Averaging and Dynamic Model Selection for
        Continuous Outcomes
Version: 2.2.3
Imports: doParallel, forecast, foreach, gplots, graphics, grDevices,
        iterators, MSwM, parallel, psych, png, Rcpp, stats, tseries,
        utils, xts, zoo
Suggests: R.rsp
VignetteBuilder: R.rsp
LinkingTo: Rcpp, RcppArmadillo
Date: 2018-01-28
Authors@R: person("Krzysztof", "Drachal", role = c("aut","cre"), email="kdrachal@wne.uw.edu.pl", comment = "Faculty of Economic Sciences, University of Warsaw, Poland")
Author: Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University
    of Warsaw, Poland)
Maintainer: Krzysztof Drachal <kdrachal@wne.uw.edu.pl>
Description: Allows to estimate dynamic model averaging, dynamic model selection and median probability model. The original methods are implemented, as well as, selected further modifications of these methods. In particular the user might choose between recursive moment estimation and exponentially moving average for variance updating. Inclusion probabilities might be modified in a way using 'Google Trends'. The code is written in a way which minimises the computational burden (which is quite an obstacle for dynamic model averaging if many variables are used). For example, this package allows for parallel computations and Occam's window approach. The package is designed in a way that is hoped to be especially useful in economics and finance. Main reference: Raftery, A.E., Karny, M., Ettler, P. (2010) <doi:10.1198/TECH.2009.08104>. 
License: GPL-3
LazyData: TRUE
URL: https://CRAN.R-project.org/package=fDMA
Note: Research funded by the Polish National Science Centre grant under
        the contract number DEC-2015/19/N/HS4/00205.
NeedsCompilation: yes
Packaged: 2018-01-28 20:00:43 UTC; Krzysiek
Repository: CRAN
Date/Publication: 2018-01-29 00:11:53 UTC
Built: R 3.3.3; x86_64-w64-mingw32; 2018-04-22 13:00:04 UTC; windows
Archs: i386, x64
