fDMA
2.2.9Dynamic 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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2214 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1813 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 53%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 20%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
15 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 2.2.9Latest
- unarchivedReturned to CRAN2025-11-15
- 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
- 2.2.72023-07-16 · diff ↗
- unarchivedReturned to CRAN2023-07-16
- 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 events
- RR 3.6.0 released · 2019-04-26
- 2.2.42018-09-30 · diff ↗
- 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 ↗
- 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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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