Perform Dynamic Model Averaging with grid search as in Dangl and Halling (2012) using parallel computing.

Maintainer: Leopoldo Catania <leopoldo.catania at uniroma2.it>

Author(s): Leopoldo Catania & Nima Nonejad

Install package and any missing dependencies by running this line in your R console:

install.packages("eDMA")

Depends zoo, xts, methods, parallel
Imports Rcpp(>=0.12.5)
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Package eDMA
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Version 1.4-0
Published 2017-02-01
License GPL (>= 2)
BugReports
SystemRequirements Requires the OpenMP library for parallel computing. If the OpenMP library is not available, the code is executed sequentially and a warning is printed.
NeedsCompilation yes
Citation
CRAN checks eDMA check results
Package source eDMA_1.4-0.tar.gz