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eDMA

Dynamic Model Averaging with Grid Search

v1.5-4 · May 12, 2025 · GPL (>= 2)
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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.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies zoo xts Rcpp eDMA

Version History

new 1.5-4 Mar 10, 2026
updated 1.5-4 ← 1.5-3 diff May 11, 2025
updated 1.5-3 ← 1.5-1 diff Aug 26, 2018
updated 1.5-1 ← 1.5-0 diff Apr 24, 2018
updated 1.5-0 ← 1.4-0 diff Feb 21, 2018
updated 1.4-0 ← 1.3-2 diff Jan 31, 2017
updated 1.3-2 ← 1.3 diff Nov 23, 2016
updated 1.3 ← 1.2 diff Nov 13, 2016
updated 1.2 ← 1.1 diff Nov 12, 2016
new 1.1 Nov 11, 2016