R: Distributed Sampling for Dynamic Regression Models

# Distributed Sampling for Dynamic Regression Models

## Documentation for package ‘DSDRM’ version 0.1.3

- DESCRIPTION file

## Help Pages

adaptive_block_len | Compute Adaptive Block Length
block_data_split | Split Time Series Data into Distributed Blocks
calc_metrics | Simulation Evaluation Metrics: MSE, MAE, R2, and Model Selection Accuracy
dist_parallel_estimate | Fully Distributed Parallel Estimation
dist_qn_algorithm | Distributed Quasi-Newton Iteration Main Algorithm
dist_qn_with_time | DSDRM Algorithm with Computation Time Tracking
dsdrm_fit | DSDRM Model Fitting (Main Interface)
dsdrm_generate_data | Generate Time-Varying Distributed Dynamic Regression Data
dsdrm_metrics | DSDRM Comprehensive Performance Metrics
dsdrm_predict | Out-of-Sample Prediction for DSDRM
dsdrm_sampling | DSDRM with Posterior Sampling (MCMC-based)
dynamic_coef_plot | Dynamic Coefficient Path Plot
dynamic_opt_omega | Compute Dynamic Optimal Sampling Weights
gamma_converge | Convergence Check for Model Structure
gamma_fusion | Fusion of Block-wise Model Selection Results (Weighted Voting)
global_info_mat | Global Weighted Fisher Information Matrix
global_mcmc_estimator | Global MCMC Estimator (Benchmark Method)
global_mcmc_with_time | Global MCMC Estimator with Computation Time Tracking
global_posterior_gamma | Global Posterior Probability for Model Indicator
global_quasi_ll | Global Weighted Quasi Log-Likelihood
global_score | Global Score Vector
init_gamma | Initialize Binary Model Indicator Vector Creates a binary (0/1) indicator vector for model selection. Sets 1 for active (true) covariates and 0 for irrelevant covariates.
local_marginal_likelihood | Local Marginal Likelihood for One Block
local_quasi_ll | Local Quasi Log-Likelihood for One Block
mh_gamma_update | Dynamic Metropolis-Hastings Update for Model Structure
parallel_estimate | Parallel Block-wise Estimation Helper
penalized_quasi_ll | L2 Penalized Quasi Log-Likelihood
run_batch_simulation | Batch Simulation Main Function (Multivariate Grid Search)
run_batch_simulation_with_time | Batch Simulation with Runtime and Parallel Acceleration
sparse_matrix_optim | Sparse Matrix Optimization for DSDRM
static_distributed_estimator | Static Distributed Estimator (Benchmark Method)
static_dist_with_time | Static Distributed Estimator with Computation Time Tracking