# Dynamic Model Averaging with Grid Search

## Documentation for package ‘eDMA’ version 1.5-3

- DESCRIPTION file.

## Help Pages

eDMA-package | Dynamic Model Averaging with Modifications
as.data.frame-method | class: Class for the DMA class
BacktestDMA | Backtest measures for Dynamic Model Averaging and comparison with Dynamic Model Selection
coef-method | class: Class for the DMA class
DMA | Perform Dynamic Model Averaging
DMA-class | class: Class for the DMA class
eDMA | Dynamic Model Averaging with Modifications
getLastForecast | class: Class for the DMA class
getLastForecast-method | class: Class for the DMA class
inclusion.prob | class: Class for the DMA class
inclusion.prob-method | class: Class for the DMA class
Lag | Lag a vector or a matrix of observations
plot-method | class: Class for the DMA class
PowerSet | Build the power set of the values {0,1,2,...,'iK'}.
pred.like | class: Class for the DMA class
pred.like-method | class: Class for the DMA class
residuals-method | class: Class for the DMA class
show-method | class: Class for the DMA class
SimData | data: Simulated data from DLM of West and Harrison (1999).
SimulateDLM | Simulate from DLM of West and Harrison (1999).
summary-method | class: Class for the DMA class
USData | data: Quarterly US inflation and associated predictors
USRecessions | data: Dates of U.S. recessions as inferred by GDP-based recession indicator (JHDUSRGDPBR).