Package: fDMA
Type: Package
Title: Dynamic Model Averaging and Dynamic Model Selection for
        Continuous Outcomes
Version: 2.2.9
Imports: doParallel, forecast, foreach, gplots, graphics, grDevices,
        iterators, itertools, parallel, psych, png, Rcpp, stats,
        tseries, utils, xts, zoo
Suggests: R.rsp
VignetteBuilder: R.rsp
LinkingTo: Rcpp, RcppArmadillo
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,
        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.
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: 2026-06-16 09:05:55 UTC; root