R: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

# Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

## Documentation for package ‘fDMA’ version 2.2.9

- 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.