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Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

0packages depend
4.6Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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

CRAN checks
13OK
Slowest check: 4.5 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-04-22
  • ERROR13 OK, 1 ERROR2026-04-18
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.2.9
READMENoVignettesYes · 1 · staticNEWSYes · 33% structuredCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
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%
Vignettes (1)

Downloads

4.6K
CRAN downloads in the past year
Rank #7,637 · ~12/day · ~380/mo
Daily download trend is not available in this view yet.
46330 days
1.2K90 days
4.6K1 year
Compare downloads with other packages →
Also on433 r2u6 autocran

Dependencies

Declared dependencies
15 external dependencies (excludes base and recommended)

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.

Depends (0)
none
LinkingTo (2)
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 1.0 (2017)
Faculty of Economic Sciences, University of Warsaw, Poland
Releases (15)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • unarchivedReturned to CRAN
    2025-11-15
  • 2.2.9Latest
    record
    2025-11-15 · current release · diff ↗
  • archivedRemoved from CRAN
    2025-11-09
    check issues were not corrected in time
  • R
    R 4.5.0 released · 2025-04-11
  • 2.2.8
    record
    2025-01-24 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • unarchivedReturned to CRAN
    2023-07-16
  • 2.2.7
    record
    2023-07-16 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • archivedRemoved from CRAN
    2022-09-18
    issues were not corrected in time
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 2.2.6
    record
    2020-07-17 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 2.2.5
    record
    2020-04-03 · diff ↗
Show 13 earlier eventsHide 13 earlier events
  • R
    R 3.6.0 released · 2019-04-26
  • 2.2.4
    record
    2018-09-30 · diff ↗ ·
    added 2 exports
    reduce.size, rvi
  • 2.2.3.1
    record
    2018-06-29 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 2.2.3
    record
    2018-01-29 · diff ↗
  • 2.2.2
    record
    2018-01-21 · diff ↗
  • 2.2.1
    record
    2017-11-24 · diff ↗
  • 2.2
    record
    2017-11-15 · 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
  • 2.1
    record
    2017-10-13 · diff ↗
  • 2.0
    record
    2017-08-31 · diff ↗
  • 1.1
    record
    2017-07-11 · diff ↗
  • 1.0
    record
    2017-07-10
  • R
    R 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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for fDMA version 2.2.9 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

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.

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