Package: eDMA
Type: Package
Title: Dynamic Model Averaging with Grid Search
Version: 1.5-5
Authors@R: c(person("Leopoldo", "Catania", role = c("aut", "cre"),
             email = "leopoldo.catania@econ.au.dk",
             comment = c(ORCID = "0000-0002-0981-1921")),
             person("Nima", "Nonejad", role = c("ctb"),
             email = "nn.fi@cbs.dk",
             comment = c(ORCID = "0000-0001-8123-501X")))
Maintainer: Leopoldo Catania <leopoldo.catania@econ.au.dk>
Description: Perform dynamic model averaging with grid search as in
        Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003>
        using parallel computing.
SystemRequirements: Requires the OpenMP library for parallel computing.
        If the OpenMP library is not available, the code is executed
        sequentially and a warning is printed.
License: GPL (>= 2)
LazyData: TRUE
Imports: Rcpp (>= 0.12.5)
LinkingTo: Rcpp,RcppArmadillo
Depends: zoo,xts,methods,parallel
NeedsCompilation: yes
Author: Leopoldo Catania [aut, cre] (ORCID:
        <https://orcid.org/0000-0002-0981-1921>), Nima Nonejad [ctb]
        (ORCID: <https://orcid.org/0000-0001-8123-501X>)
Packaged: 2026-10-19 22:25:05 UTC; root
Repository: https://leopoldocatania.r-universe.dev
Date/Publication: 2026-10-19 08:34:26 UTC
RemoteUrl: https://github.com/leopoldocatania/edma
RemoteRef: HEAD
RemoteSha: 0c3d3b989c864082fe08b6569751a153e3bcf092