This is the R package `ma' (Model Averaging) written and maintained by Jeffrey S. Racine (racinej@mcmaster.ca).
You can install the development version but before doing so Windows users have to first install Rtools, while OS X users have to first install Xcode and the command line tools (in OS X 10.9 or higher, once you have Xcode installed, open a terminal and run xcode-select --install). Note also that versions of e.g. Rtools are paired with versions of R so ensure you have the latest version of R installed prior to commencing this process.
After installing Rtools/Xcode and devtools (via install.packages("devtools")), install the development package using the following command:
library(devtools); install_github('JeffreyRacine/R-Package-ma')Note also that if you wish a fast install without the building of vignettes (or if you do not have TeX installed on your system), add the option build_vignettes=FALSE to the install_github() call.
For more information on this project please visit the maintainer's website (https://socialsciences.mcmaster.ca/people/racinej).