Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 60
- Examples that run
- 53%32 run in a plain check · 28 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 20%
- fDMA PDF
Downloads
Dependencies
Installing fDMA adds 47 packages (27 with compiled code, 32 MB of source tarballs). Heaviest: ggplot2 6.0 MB, gplots 4.6 MB, colorspace 2.0 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- unarchivedReturned to CRAN2025-11-15
- 2.2.9Latest
- archivedRemoved from CRAN2025-11-09check issues were not corrected in time
- RR 4.5.0 released · 2025-04-11
- 2.2.82025-01-24 · diff ↗
- RR 4.4.0 released · 2024-04-24
- unarchivedReturned to CRAN2023-07-16
- 2.2.72023-07-16 · diff ↗
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2022-09-18issues were not corrected in time
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 2.2.62020-07-17 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 2.2.52020-04-03 · diff ↗
Show 13 earlier eventsHide 13 earlier events
- RR 3.6.0 released · 2019-04-26
- 2.2.4
- 2.2.3.12018-06-29 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 2.2.32018-01-29 · diff ↗
- 2.2.22018-01-21 · diff ↗
- 2.2.12017-11-24 · diff ↗
- 2.22017-11-15 · diff ↗ ·
removed 1 export
pattern:^[[:alpha:]]+added 22 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, roll.reg, standardize, stest, tvp - 2.12017-10-13 · diff ↗
- 2.02017-08-31 · diff ↗
- 1.12017-07-11 · diff ↗
- 1.02017-07-10
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2017-07-10
- Total releases
- 15 / 9 yrs
- License
- GPL-3 OSI
- Bundled data
- 17 KB / 2 files
- Download size
- 141 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("fDMA")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.3390/signals1010004.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.