WALS: Weighted-Average Least Squares Model Averaging

Implements Weighted-Average Least Squares model averaging for negative binomial regression models of Huynh (2024) <doi:10.48550/arXiv.2404.11324>, generalized linear models of De Luca, Magnus, Peracchi (2018) <doi:10.1016/j.jeconom.2017.12.007> and linear regression models of Magnus, Powell, Pruefer (2010) <doi:10.1016/j.jeconom.2009.07.004>, see also Magnus, De Luca (2016) <doi:10.1111/joes.12094>. Weighted-Average Least Squares for the linear regression model is based on the original 'MATLAB' code by Magnus and De Luca <https://www.janmagnus.nl/items/WALS.pdf>, see also Kumar, Magnus (2013) <doi:10.1007/s13571-013-0060-9> and De Luca, Magnus (2011) <doi:10.1177/1536867X1201100402>.

Version: 0.2.5
Depends: R (≥ 4.0.0)
Imports: Formula (≥ 1.2-3), MASS (≥ 7.3-51.6), methods, Rdpack (≥ 2.1.3), stats
Suggests: AER, BayesVarSel, BMS, testthat (≥ 3.1.10)
Published: 2024-06-21
DOI: 10.32614/CRAN.package.WALS
Author: Kevin Huynh ORCID iD [aut, cre]
Maintainer: Kevin Huynh <Kevin.Huynh at unibas.ch>
BugReports: https://github.com/kevhuy/WALS/issues
License: GPL-2 | GPL-3
URL: https://github.com/kevhuy/WALS
NeedsCompilation: no
Citation: WALS citation info
Materials: NEWS
CRAN checks: WALS results

Documentation:

Reference manual: WALS.pdf

Downloads:

Package source: WALS_0.2.5.tar.gz
Windows binaries: r-devel: WALS_0.2.5.zip, r-release: WALS_0.2.5.zip, r-oldrel: WALS_0.2.5.zip
macOS binaries: r-release (arm64): WALS_0.2.5.tgz, r-oldrel (arm64): WALS_0.2.5.tgz, r-release (x86_64): WALS_0.2.5.tgz, r-oldrel (x86_64): WALS_0.2.5.tgz
Old sources: WALS archive

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