descstat

This function computes descriptive statistics which are most useful for Dynamic Model Averaging.
It is a wrapper of <code>describe</code>.
If the argument is not a <code><a href="/link/matrix?package=fDMA&version=2.2.9" data-mini-rdoc="fDMA::matrix">matrix</a></code>, the function tries to convert the object into a <code><a href="/link/matrix?package=fDMA&version=2.2.9" data-mini-rdoc="fDMA::matrix">matrix</a></code>. For example, it works smoothly for <code><a href="/link/xts?package=fDMA&version=2.2.9" data-mini-rdoc="fDMA::xts">xts</a></code> objects.

Allows to estimate dynamic model averaging, dynamic model selection and median probability model. The original methods are implemented, as well as, selected further modifications of these methods. In particular the user might choose between recursive moment estimation and exponentially moving average for variance updating. Inclusion probabilities might be modified in a way using 'Google Trends'. The code is written in a way which minimises the computational burden (which is quite an obstacle for dynamic model averaging if many variables are used). For example, this package allows for parallel computations and Occam's window approach. The package is designed in a way that is hoped to be especially useful in economics and finance. Main reference: Raftery, A.E., Karny, M., Ettler, P. (2010) <doi:10.1198/TECH.2009.08104>.

Krzysztof Drachal

fDMA

Dynamic Model Averaging and Dynamic Model Selection for
Continuous Outcomes

descstat function

<dl><dt>data</dt>
<dd><code><a href="/link/matrix?package=fDMA&version=2.2.9" data-mini-rdoc="fDMA::matrix">matrix</a></code>, observations are put in rows, and variables are grouped by columns</dd></dl>

Arguments

This function computes descriptive statistics which are most useful for Dynamic Model Averaging.
It is a wrapper of <code>describe</code>.
If the argument is not a <code><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></code>, the function tries to convert the object into a <code><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></code>. For example, it works smoothly for <code><a href='https://rdrr.io/pkg/xts/man/xts.html'>xts</a></code> objects.

Computes Basic Descriptive Statistics. — descstat

<dl>

<dt>data</dt>
<dd><code><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></code>, observations are put in rows, and variables are grouped by columns</dd>

</dl>

descstat: Computes Basic Descriptive Statistics.

Description

Usage

Value

Arguments

Details

Examples