Package: eDMA
Type: Package
Title: Dynamic Model Averaging with Grid Search
Version: 1.1
Author: Leopoldo Catania & Nima Nonejad
Maintainer: Leopoldo Catania <leopoldo.catania@uniroma2.it>
Description: Perform Dynamic Model Averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.06.005> using parallel computing.
SystemRequirements: Requires the OpenMP library.
License: GPL (>= 2)
LazyData: TRUE
Imports: Rcpp (>= 0.12.5)
LinkingTo: Rcpp,RcppArmadillo
Depends: zoo,xts,methods,parallel
NeedsCompilation: yes
Packaged: 2016-11-12 16:36:07 UTC; Leopoldo
Repository: CRAN
Date/Publication: 2016-11-12 19:54:59
