{
  "_id": "6a1f110cb401979e7341d940",
  "Package": "fDMA",
  "Type": "Package",
  "Title": "Dynamic Model Averaging and Dynamic Model Selection for\nContinuous Outcomes",
  "Version": "2.2.9",
  "VignetteBuilder": "R.rsp",
  "Date": "2025-11-14",
  "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,\nUniversity of Warsaw, Poland)",
  "Maintainer": "Krzysztof Drachal <kdrachal@wne.uw.edu.pl>",
  "Description": "Allows to estimate dynamic model averaging, dynamic model\nselection and median probability model. The original methods\nare implemented, as well as, selected further modifications of\nthese methods. In particular the user might choose between\nrecursive moment estimation and exponentially moving average\nfor variance updating. Inclusion probabilities might be\nmodified in a way using 'Google Trends'. The code is written in\na way which minimises the computational burden (which is quite\nan obstacle for dynamic model averaging if many variables are\nused). For example, this package allows for parallel\ncomputations and Occam's window approach. The package is\ndesigned in a way that is hoped to be especially useful in\neconomics and finance. Main reference: Raftery, A.E., Karny,\nM., 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\nthe contract number DEC-2015/19/N/HS4/00205.",
  "Config/pak/sysreqs": "libpng-dev libssl-dev",
  "Repository": "https://kdrachal.r-universe.dev",
  "Date/Publication": "2025-11-18 11:48:34 UTC",
  "RemoteUrl": "https://github.com/kdrachal/fdma",
  "RemoteRef": "HEAD",
  "RemoteSha": "51ac4eb3410493a091e7551d74016e3569dc5f54",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-05-17 08:05:45 UTC",
    "User": "root"
  },
  "MD5sum": "03d7a1cc2022c584a1b193da76324bd5",
  "_user": "kdrachal",
  "_type": "src",
  "_file": "fDMA_2.2.9.tar.gz",
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  "_created": "2026-05-17T08:05:45.000Z",
  "_published": "2026-06-02T17:21:16.961Z",
  "_distro": "noble",
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    "author": "kdrachal <>",
    "committer": "kdrachal <>",
    "message": "Add files via upload\n",
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    "name": "Krzysztof Drachal",
    "email": "kdrachal@wne.uw.edu.pl",
    "login": "kdrachal",
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  "_dependencies": [
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      "role": "LinkingTo"
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      "package": "forecast",
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      "package": "foreach",
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      "package": "graphics",
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      "package": "zoo",
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    },
    {
      "package": "R.rsp",
      "role": "Suggests"
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  "_owner": "kdrachal",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2025-47",
      "n": 1
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  "_tags": [],
  "_stars": 3,
  "_contributors": [
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    "name": "kdrachal"
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  "_downloads": {
    "count": 356,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/fDMA"
  },
  "_devurl": "https://github.com/kdrachal/fdma",
  "_searchresults": 63,
  "_topics": [
    "openblas",
    "cpp",
    "openmp"
  ],
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/fDMA.html",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/kdrachal/fdma",
  "_realowner": "kdrachal",
  "_cranurl": true,
  "_releases": [
    {
      "version": "1.0",
      "date": "2017-07-09"
    },
    {
      "version": "1.1",
      "date": "2017-07-11"
    },
    {
      "version": "2.0",
      "date": "2017-08-31"
    },
    {
      "version": "2.1",
      "date": "2017-10-13"
    },
    {
      "version": "2.2",
      "date": "2017-11-15"
    },
    {
      "version": "2.2.1",
      "date": "2017-11-24"
    },
    {
      "version": "2.2.2",
      "date": "2018-01-21"
    },
    {
      "version": "2.2.3",
      "date": "2018-01-29"
    },
    {
      "version": "2.2.3.1",
      "date": "2018-06-29"
    },
    {
      "version": "2.2.4",
      "date": "2018-09-29"
    },
    {
      "version": "2.2.5",
      "date": "2020-04-03"
    },
    {
      "version": "2.2.6",
      "date": "2020-07-17"
    },
    {
      "version": "2.2.7",
      "date": "2023-07-16"
    },
    {
      "version": "2.2.8",
      "date": "2025-01-24"
    },
    {
      "version": "2.2.9",
      "date": "2025-11-15"
    }
  ],
  "_exports": [
    "altf",
    "altf2",
    "altf3",
    "altf4",
    "archtest",
    "descstat",
    "dmtest",
    "fDMA",
    "gNormalize",
    "grid.DMA",
    "grid.roll.reg",
    "grid.tvp",
    "hit.ratio",
    "hmdmtest",
    "mdmtest",
    "normalize",
    "onevar",
    "rec.reg",
    "reduce.size",
    "roll.reg",
    "rvi",
    "standardize",
    "stest",
    "tvp"
  ],
  "_datasets": [
    {
      "name": "crudeoil",
      "title": "Crude Oil Data.",
      "object": "crudeoil",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "p_oil",
        "prod",
        "cons",
        "econ_act",
        "r",
        "stocks",
        "risk",
        "ex_rate"
      ],
      "rows": 322,
      "table": true,
      "tojson": false
    },
    {
      "name": "trends",
      "title": "Google Trends for Crude Oil Data.",
      "object": "trends",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "prod",
        "cons",
        "econ_act",
        "r",
        "stocks",
        "risk",
        "ex_rate"
      ],
      "rows": 250,
      "table": true,
      "tojson": false
    }
  ],
  "_help": [
    {
      "page": "altf",
      "title": "Computes a Few Alternative Forecasts.",
      "topics": [
        "altf"
      ]
    },
    {
      "page": "altf2",
      "title": "Computes a Few Alternative Forecasts Based on Model Averaging.",
      "topics": [
        "altf2"
      ]
    },
    {
      "page": "altf3",
      "title": "Computes a Rolling Regression Averaged over Different Window Sizes.",
      "topics": [
        "altf3"
      ]
    },
    {
      "page": "altf4",
      "title": "Computes a Time-Varying Parameters Rolling Regression Averaged over Different Window Sizes.",
      "topics": [
        "altf4"
      ]
    },
    {
      "page": "archtest",
      "title": "Computes Engle's ARCH Test.",
      "topics": [
        "archtest"
      ]
    },
    {
      "page": "coef.dma",
      "title": "Extracts Averaged Coefficients from 'dma' Model.",
      "topics": [
        "coef",
        "coef.dma"
      ]
    },
    {
      "page": "crudeoil",
      "title": "Crude Oil Data.",
      "topics": [
        "crudeoil"
      ]
    },
    {
      "page": "descstat",
      "title": "Computes Basic Descriptive Statistics.",
      "topics": [
        "descstat"
      ]
    },
    {
      "page": "dmtest",
      "title": "Computes Diebold-Mariano Test.",
      "topics": [
        "dmtest"
      ]
    },
    {
      "page": "fDMA",
      "title": "Computes Dynamic Model Averaging.",
      "topics": [
        "fDMA"
      ]
    },
    {
      "page": "fitted.dma",
      "title": "Extracts Fitted Values from 'dma' Model.",
      "topics": [
        "fitted",
        "fitted.dma"
      ]
    },
    {
      "page": "gNormalize",
      "title": "Normalizes a Numeric Matrix by Rows.",
      "topics": [
        "gNormalize"
      ]
    },
    {
      "page": "grid.DMA",
      "title": "Computes 'fDMA' Function for Multiple Values of 'alpha' and 'lambda'.",
      "topics": [
        "grid.DMA"
      ]
    },
    {
      "page": "grid.roll.reg",
      "title": "Computes 'roll.reg' Function for Multiple Values of 'window'.",
      "topics": [
        "grid.roll.reg"
      ]
    },
    {
      "page": "grid.tvp",
      "title": "Computes 'tvp' Function for Multiple Values of 'lambda'.",
      "topics": [
        "grid.tvp"
      ]
    },
    {
      "page": "hit.ratio",
      "title": "Computes Hit Ratio (HR) for Forecast.",
      "topics": [
        "hit.ratio"
      ]
    },
    {
      "page": "hmdmtest",
      "title": "Computes Diebold-Mariano Test when Presence of ARCH Effects is Suspected.",
      "topics": [
        "hmdmtest"
      ]
    },
    {
      "page": "mdmtest",
      "title": "Computes Harvey-Leybourne-Newbold Test.",
      "topics": [
        "mdmtest"
      ]
    },
    {
      "page": "normalize",
      "title": "Normalizes a Numeric Matrix by Columns.",
      "topics": [
        "normalize"
      ]
    },
    {
      "page": "onevar",
      "title": "Creates a 'matrix' of one-variable models.",
      "topics": [
        "onevar"
      ]
    },
    {
      "page": "plot.altf",
      "title": "Plots Selected Outcomes from 'altf' Object.",
      "topics": [
        "plot.altf"
      ]
    },
    {
      "page": "plot.altf2",
      "title": "Plots Selected Outcomes from 'altf2' Object.",
      "topics": [
        "plot.altf2"
      ]
    },
    {
      "page": "plot.altf3",
      "title": "Plots Selected Outcomes from 'altf3' Object.",
      "topics": [
        "plot.altf3"
      ]
    },
    {
      "page": "plot.altf4",
      "title": "Plots Selected Outcomes from 'altf4' Object.",
      "topics": [
        "plot.altf4"
      ]
    },
    {
      "page": "plot.dma",
      "title": "Plots Selected Outcomes from 'fDMA' Function.",
      "topics": [
        "plot",
        "plot.dma"
      ]
    },
    {
      "page": "plot.grid.dma",
      "title": "Plots Selected Outcomes from 'grid.DMA' Function.",
      "topics": [
        "plot.grid.dma"
      ]
    },
    {
      "page": "plot.grid.roll.reg",
      "title": "Plots Selected Outcomes from 'grid.roll.reg' Function.",
      "topics": [
        "plot.grid.roll.reg"
      ]
    },
    {
      "page": "plot.grid.tvp",
      "title": "Plots Selected Outcomes from 'grid.tvp' Function.",
      "topics": [
        "plot.grid.tvp"
      ]
    },
    {
      "page": "plot.reg",
      "title": "Plots Selected Outcomes from 'reg' Object.",
      "topics": [
        "plot.reg"
      ]
    },
    {
      "page": "plot.tvp",
      "title": "Plots Selected Outcomes from 'tvp' Object.",
      "topics": [
        "plot.tvp"
      ]
    },
    {
      "page": "predict.dma",
      "title": "Computes Predictions from 'dma' Model.",
      "topics": [
        "predict",
        "predict.dma"
      ]
    },
    {
      "page": "print.altf",
      "title": "Prints 'altf' Object.",
      "topics": [
        "print.altf"
      ]
    },
    {
      "page": "print.altf2",
      "title": "Prints 'altf2' Object.",
      "topics": [
        "print.altf2"
      ]
    },
    {
      "page": "print.altf3",
      "title": "Prints 'altf3' Object.",
      "topics": [
        "print.altf3"
      ]
    },
    {
      "page": "print.altf4",
      "title": "Prints 'altf4' Object.",
      "topics": [
        "print.altf4"
      ]
    },
    {
      "page": "print.dma",
      "title": "Prints 'dma' Object.",
      "topics": [
        "print",
        "print.dma"
      ]
    },
    {
      "page": "print.grid.dma",
      "title": "Prints 'grid.dma' Object.",
      "topics": [
        "print.grid.dma"
      ]
    },
    {
      "page": "print.grid.roll.reg",
      "title": "Prints 'grid.roll.reg' Object.",
      "topics": [
        "print.grid.roll.reg"
      ]
    },
    {
      "page": "print.grid.tvp",
      "title": "Prints 'grid.tvp' Object.",
      "topics": [
        "print.grid.tvp"
      ]
    },
    {
      "page": "print.reg",
      "title": "Prints 'reg' Object.",
      "topics": [
        "print.reg"
      ]
    },
    {
      "page": "print.tvp",
      "title": "Prints 'tvp' Object.",
      "topics": [
        "print.tvp"
      ]
    },
    {
      "page": "rec.reg",
      "title": "Computes Recursive Regression.",
      "topics": [
        "rec.reg"
      ]
    },
    {
      "page": "reduce.size",
      "title": "Reduces the Size of 'fDMA' or 'grid.DMA' Outcomes.",
      "topics": [
        "reduce.size"
      ]
    },
    {
      "page": "residuals.dma",
      "title": "Extracts Residuals from 'dma' Model.",
      "topics": [
        "residuals",
        "residuals.dma"
      ]
    },
    {
      "page": "roll.reg",
      "title": "Computes Rolling Regression.",
      "topics": [
        "roll.reg"
      ]
    },
    {
      "page": "rvi",
      "title": "Extracts Relative Variable Importances from 'fDMA' Model.",
      "topics": [
        "rvi"
      ]
    },
    {
      "page": "standardize",
      "title": "Standardizes a Numeric Matrix by Columns.",
      "topics": [
        "standardize"
      ]
    },
    {
      "page": "stest",
      "title": "Computes a Few Stationarity Tests.",
      "topics": [
        "stest"
      ]
    },
    {
      "page": "summary.altf",
      "title": "Summarizes Outcomes from 'altf' Object.",
      "topics": [
        "summary.altf"
      ]
    },
    {
      "page": "summary.altf2",
      "title": "Summarizes Outcomes from 'altf2' Object.",
      "topics": [
        "summary.altf2"
      ]
    },
    {
      "page": "summary.altf3",
      "title": "Summarizes Outcomes from 'altf3' Object.",
      "topics": [
        "summary.altf3"
      ]
    },
    {
      "page": "summary.altf4",
      "title": "Summarizes Outcomes from 'altf4' Object.",
      "topics": [
        "summary.altf4"
      ]
    },
    {
      "page": "summary.dma",
      "title": "Summarizes Outcomes from 'dma' Object.",
      "topics": [
        "summary",
        "summary.dma"
      ]
    },
    {
      "page": "summary.grid.dma",
      "title": "Summarizes Outcomes from 'grid.dma' Objects.",
      "topics": [
        "summary.grid.dma"
      ]
    },
    {
      "page": "summary.grid.roll.reg",
      "title": "Summarizes Outcomes from 'grid.roll.reg' Objects.",
      "topics": [
        "summary.grid.roll.reg"
      ]
    },
    {
      "page": "summary.grid.tvp",
      "title": "Summarizes Outcomes from 'grid.tvp' Objects.",
      "topics": [
        "summary.grid.tvp"
      ]
    },
    {
      "page": "summary.reg",
      "title": "Summarizes Outcomes from 'reg' Object.",
      "topics": [
        "summary.reg"
      ]
    },
    {
      "page": "summary.tvp",
      "title": "Summarizes Outcomes from 'tvp' Object.",
      "topics": [
        "summary.tvp"
      ]
    },
    {
      "page": "trends",
      "title": "Google Trends for Crude Oil Data.",
      "topics": [
        "trends"
      ]
    },
    {
      "page": "tvp",
      "title": "Computes Time-Varying Parameters Regression.",
      "topics": [
        "tvp"
      ]
    }
  ],
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