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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "fDMA" in publications use:'
type: software
license: GPL-3.0-only
title: 'fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes'
version: 2.2.7
identifiers:
- type: doi
  value: 10.32614/CRAN.package.fDMA
abstract: '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) <https://doi.org/10.1198/TECH.2009.08104>.'
authors:
- family-names: Drachal
  given-names: Krzysztof
  email: kdrachal@wne.uw.edu.pl
preferred-citation:
  type: article
  title: 'Dynamic Model Averaging in economics and finance with fDMA: A package for
    R'
  authors:
  - family-names: Drachal
    given-names: Krzysztof
    email: kdrachal@wne.uw.edu.pl
  journal: Signals
  volume: '1'
  issue: '1'
  year: '2020'
  url: https://doi.org/10.3390/signals1010004
  start: '47'
  end: '99'
repository: https://CRAN.R-project.org/package=fDMA
url: https://CRAN.R-project.org/package=fDMA
date-released: '2023-07-15'
contact:
- family-names: Drachal
  given-names: Krzysztof
  email: kdrachal@wne.uw.edu.pl