Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

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Documentation for package ‘fDMA’ version 2.2.1

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altf Computes a Few Alternative Forecasts.
altf2 Computes a Few Alternative Forecasts Based on Model Averaging.
altf3 Computes a Rolling Regression Averaged over Different Window Sizes.
altf4 Computes a Time-Varying Parameters Rolling Regression Averaged over Different Window Sizes.
archtest Computes Engle's ARCH Test.
crudeoil Crude Oil Data.
descstat Computes Basic Descriptive Statistics.
dmtest Computes Diebold-Mariano Test.
fDMA Computes Dynamic Model Averaging.
gNormalize Normalizes a Numeric Matrix by Rows.
grid.DMA Computes 'fDMA' Function for Multiple Values of 'alpha' and 'lambda'.
grid.roll.reg Computes 'roll.reg' Function for Multiple Values of 'window'.
grid.tvp Computes 'tvp' Function for Multiple Values of 'lambda'.
hit.ratio Computes Hit Ratio (HR) for Forecast.
hmdmtest Computes Diebold-Mariano Test when Presence of ARCH Effects is Suspected.
mdmtest Computes Harvey-Leybourne-Newbold Test.
normalize Normalizes a Numeric Matrix by Columns.
onevar Creates a 'matrix' of one-variable models.
plot Plots Selected Outcomes from 'fDMA' Function.
plot.altf Plots Selected Outcomes from 'altf' Object.
plot.altf2 Plots Selected Outcomes from 'altf2' Object.
plot.altf3 Plots Selected Outcomes from 'altf3' Object.
plot.altf4 Plots Selected Outcomes from 'altf4' Object.
plot.dma Plots Selected Outcomes from 'fDMA' Function.
plot.grid.dma Plots Selected Outcomes from 'grid.DMA' Function.
plot.grid.roll.reg Plots Selected Outcomes from 'grid.roll.reg' Function.
plot.grid.tvp Plots Selected Outcomes from 'grid.tvp' Function.
plot.reg Plots Selected Outcomes from 'reg' Object.
plot.tvp Plots Selected Outcomes from 'tvp' Object.
print Prints 'dma' Object.
print.altf Prints 'altf' Object.
print.altf2 Prints 'altf2' Object.
print.altf3 Prints 'altf3' Object.
print.altf4 Prints 'altf4' Object.
print.dma Prints 'dma' Object.
print.grid.dma Prints 'grid.dma' Object.
print.grid.roll.reg Prints 'grid.roll.reg' Object.
print.grid.tvp Prints 'grid.tvp' Object.
print.reg Prints 'reg' Object.
print.tvp Prints 'tvp' Object.
rec.reg Computes Recursive Regression.
roll.reg Computes Rolling Regression.
standardize Standardizes a Numeric Matrix by Columns.
stest Computes a Few Stationarity Tests.
summary Summarizes Outcomes from 'dma' Object.
summary.altf Summarizes Outcomes from 'altf' Object.
summary.altf2 Summarizes Outcomes from 'altf2' Object.
summary.altf3 Summarizes Outcomes from 'altf3' Object.
summary.altf4 Summarizes Outcomes from 'altf4' Object.
summary.dma Summarizes Outcomes from 'dma' Object.
summary.grid.dma Summarizes Outcomes from 'grid.dma' Objects.
summary.grid.roll.reg Summarizes Outcomes from 'grid.roll.reg' Objects.
summary.grid.tvp Summarizes Outcomes from 'grid.tvp' Objects.
summary.reg Summarizes Outcomes from 'reg' Object.
summary.tvp Summarizes Outcomes from 'tvp' Object.
trends Google Trends for Crude Oil Data.
tvp Computes Time-Varying Parameters Regression.