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eDMA  

Dynamic Model Averaging with Grid Search
View on CRAN: Click here


Download and install eDMA package within the R console
Install from CRAN:
install.packages("eDMA")

Install from Github:
library("remotes")
install_github("cran/eDMA")

Install by package version:
library("remotes")
install_version("eDMA", "1.5-4")



Attach the package and use:
library("eDMA")
Maintained by
Leopoldo Catania
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-11-12
Latest Update: 2025-05-12
Description:
Perform dynamic model averaging with grid search as in Dangl and Halling (2012) using parallel computing.
How to cite:
Leopoldo Catania (2016). eDMA: Dynamic Model Averaging with Grid Search. R package version 1.5-4, https://cran.r-project.org/web/packages/eDMA. Accessed 17 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:34), 1.1 (2016-11-12 19:55), 1.2 (2016-11-13 23:02), 1.3-2 (2016-11-24 23:44), 1.3 (2016-11-14 11:32), 1.4-0 (2017-02-01 16:46), 1.5-0 (2018-02-22 00:22), 1.5-1 (2018-04-25 16:51), 1.5-3 (2018-08-27 11:54)
Other packages that cited eDMA R package
View eDMA citation profile
Other R packages that eDMA depends, imports, suggests or enhances
Complete documentation for eDMA
Functions, R codes and Examples using the eDMA R package
Some associated functions: BacktestDMA . DMA-class . DMA . Lag . PowerSet . SimData . SimulateDLM . USData . USRecessions . eDMA-package . 
Some associated R codes: BackTest.R . ClassMethods.R . Estimate.R . Figures.R . Lag.R . RcppExports.R . Utils.R .  Full eDMA package functions and examples
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