Package: eDMA
Type: Package
Title: Dynamic Model Averaging with Grid Search
Version: 1.5-3
Author: Leopoldo Catania [aut,cre], Nima Nonejad  [aut]
Maintainer: Leopoldo Catania <leopoldo.catania@econ.au.dk>
Description: Perform dynamic model averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003> using parallel computing.
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.
License: GPL (>= 2)
LazyData: TRUE
Imports: Rcpp (>= 0.12.5)
LinkingTo: Rcpp,RcppArmadillo
Depends: zoo,xts,methods,parallel
NeedsCompilation: yes
Packaged: 2018-08-27 08:41:46 UTC; Leopoldo
Repository: CRAN
Date/Publication: 2018-08-27 09:54:27 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 07:11:42 UTC; windows
Archs: i386, x64
