| Name : R-fDMA
| |
| Version : 2.2.7
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.3.4
| Date : 2024-09-12 11:19:02
|
| Group : Development/Libraries/Other
| Source RPM : R-fDMA-2.2.7-lp154.3.4.src.rpm
|
| Size : 0.68 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes
|
Description :
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
