Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

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Documentation for package ‘fDMA’ version 2.2.8

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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.
coef	Extracts Averaged Coefficients from 'dma' Model.
coef.dma	Extracts Averaged Coefficients from 'dma' Model.
crudeoil	Crude Oil Data.
descstat	Computes Basic Descriptive Statistics.
dmtest	Computes Diebold-Mariano Test.
fDMA	Computes Dynamic Model Averaging.
fitted	Extracts Fitted Values from 'dma' Model.
fitted.dma	Extracts Fitted Values from 'dma' Model.
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.
predict	Computes Predictions from 'dma' Model.
predict.dma	Computes Predictions from 'dma' Model.
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.
reduce.size	Reduces the Size of 'fDMA' or 'grid.DMA' Outcomes.
residuals	Extracts Residuals from 'dma' Model.
residuals.dma	Extracts Residuals from 'dma' Model.
roll.reg	Computes Rolling Regression.
rvi	Extracts Relative Variable Importances from 'fDMA' Model.
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.