eDMA
Dynamic Model Averaging with Grid Search
Perform dynamic model averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003> using parallel computing.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.5-4 |
rolling source/ R- | eDMA_1.5-4.tar.gz |
72.1 KiB |
1.5-4 |
latest source/ R- | eDMA_1.5-4.tar.gz |
72.1 KiB |
1.5-4 |
2026-04-09 windows/windows R-4.5 | eDMA_1.5-4.zip |
796.6 KiB |