{
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  "Title": "Automated Uncertainty Analysis",
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  "Description": "Methods and tools for model selection and multi-model\ninference (Burnham and Anderson (2002) <doi:10.1007/b97636>,\namong others). 'SUR' (for parameter estimation),\n'logit'/'probit' (for binary classification), and 'VARMA' (for\ntime-series forecasting) are implemented. Evaluations are both\nin-sample and out-of-sample. It is designed to be efficient in\nterms of CPU usage and memory consumption.",
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  "Author": "Ramin Mojab [aut, cre], Stephen Becker [cph] (BSD 3-clause\nlicense. Original code for L-BFGS-B algorithm. The L-BFGS-B\nalgorithm was written in the 1990s (mainly 1994, some revisions\n1996) by Ciyou Zhu (in collaboration with R.H. Byrd, P. Lu-Chen\nand J. Nocedal). L-BFGS-B Version 3.0 is an algorithmic update\nfrom 2011, with coding changes by J. L. Morales)",
  "Maintainer": "Ramin Mojab <rmojab63@gmail.com>",
  "Repository": "https://rmojab63.r-universe.dev",
  "Date/Publication": "2024-07-07 02:46:02 UTC",
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    "endogenous",
    "estim.bin",
    "estim.sur",
    "estim.varma",
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    "exogenous",
    "fan.plot",
    "get.combinations",
    "get.data",
    "get.options.lbfgs",
    "get.options.neldermead",
    "get.options.newton",
    "get.options.pca",
    "get.options.roc",
    "get.search.items",
    "get.search.metrics",
    "get.search.modelchecks",
    "get.search.options",
    "get.varma.params",
    "rand.mnormal",
    "s.cluster.h",
    "s.cluster.h.group",
    "s.combine.stats4",
    "s.distance",
    "s.gld.density.quantile",
    "s.gld.from.moments",
    "s.gld.quantile",
    "s.metric.from.weight",
    "s.pca",
    "s.roc",
    "s.weight.from.metric",
    "search.bin",
    "search.sur",
    "search.varma",
    "sim.bin",
    "sim.sur",
    "sim.varma"
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      "title": "Berka and Sochorova (1993) Dataset for Loan Default",
      "object": "data.berka",
      "class": [
        "list"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "data.pcp",
      "title": "IMF's Primary Commodity Prices",
      "object": "data.pcp",
      "class": [
        "list"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "data.wdi",
      "title": "Long-run Growth from World Development Indicator Dataset",
      "object": "data.wdi",
      "class": [
        "list"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    }
  ],
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      "page": "adjust_indices_after_remove",
      "title": "Adjust Indices in a List",
      "topics": [
        "adjust_indices_after_remove"
      ]
    },
    {
      "page": "AIC.ldt.estim",
      "title": "Akaike Information Criterion",
      "topics": [
        "AIC.ldt.estim"
      ]
    },
    {
      "page": "BIC.ldt.estim",
      "title": "Bayesian Information Criterion",
      "topics": [
        "BIC.ldt.estim"
      ]
    },
    {
      "page": "boxCoxTransform",
      "title": "Box-Cox Transformation of Numeric Matrix",
      "topics": [
        "boxCoxTransform"
      ]
    },
    {
      "page": "coef.ldt.estim",
      "title": "Extract Coefficients Matrix",
      "topics": [
        "coef.ldt.estim"
      ]
    },
    {
      "page": "coefs.table",
      "title": "Create Table of Coefficients",
      "topics": [
        "coefs.table"
      ]
    },
    {
      "page": "combine.search",
      "title": "Combine a List of 'ldt.search' Objects",
      "topics": [
        "combine.search"
      ]
    },
    {
      "page": "data.berka",
      "title": "Berka and Sochorova (1993) Dataset for Loan Default",
      "topics": [
        "data.berka"
      ]
    },
    {
      "page": "data.pcp",
      "title": "IMF's Primary Commodity Prices",
      "topics": [
        "data.pcp"
      ]
    },
    {
      "page": "data.wdi",
      "title": "Long-run Growth from World Development Indicator Dataset",
      "topics": [
        "data.wdi"
      ]
    },
    {
      "page": "endogenous",
      "title": "Extract Endogenous Variable(s) Data",
      "topics": [
        "endogenous"
      ]
    },
    {
      "page": "eqList2Matrix",
      "title": "Convert a List of Equations to a Matrix",
      "topics": [
        "eqList2Matrix"
      ]
    },
    {
      "page": "estim.bin",
      "title": "Estimate a Binary Choice Model",
      "topics": [
        "estim.bin"
      ]
    },
    {
      "page": "estim.binary.model.string",
      "title": "Get Model Name",
      "topics": [
        "estim.binary.model.string"
      ]
    },
    {
      "page": "estim.sur",
      "title": "Estimate a SUR Model",
      "topics": [
        "estim.sur"
      ]
    },
    {
      "page": "estim.varma",
      "title": "Estimate a VARMA Model",
      "topics": [
        "estim.varma"
      ]
    },
    {
      "page": "estim.varma.model.string",
      "title": "Get the Specification of an 'ldt.estim.varma' Model",
      "topics": [
        "estim.varma.model.string"
      ]
    },
    {
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      "title": "Extract Exogenous Variable(s) Data",
      "topics": [
        "exogenous"
      ]
    },
    {
      "page": "fan.plot",
      "title": "Fan Plot Function",
      "topics": [
        "fan.plot"
      ]
    },
    {
      "page": "fitted.ldt.estim",
      "title": "Extract Fitted Data",
      "topics": [
        "fitted.ldt.estim"
      ]
    },
    {
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      "title": "Define Combinations for Search Process",
      "topics": [
        "get.combinations"
      ]
    },
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      "title": "Transform and Prepare Data for Analysis",
      "topics": [
        "get.data"
      ]
    },
    {
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      "title": "Append 'newX' to 'data$data' matrix.",
      "topics": [
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      ]
    },
    {
      "page": "get.data.check.discrete",
      "title": "Check if a column is discrete",
      "topics": [
        "get.data.check.discrete"
      ]
    },
    {
      "page": "get.data.check.intercept",
      "title": "Check for an intercept in a matrix",
      "topics": [
        "get.data.check.intercept"
      ]
    },
    {
      "page": "get.data.keep.complete",
      "title": "Remove Rows with Missing Observations from Data",
      "topics": [
        "get.data.keep.complete"
      ]
    },
    {
      "page": "get.indexation",
      "title": "Get Numeric Indices in a Combination",
      "topics": [
        "get.indexation"
      ]
    },
    {
      "page": "get.options.lbfgs",
      "title": "Get Options for L-BFGS Optimization",
      "topics": [
        "get.options.lbfgs"
      ]
    },
    {
      "page": "get.options.neldermead",
      "title": "Options for Nelder-Mead Optimization",
      "topics": [
        "get.options.neldermead"
      ]
    },
    {
      "page": "get.options.newton",
      "title": "Get Options for Newton Optimization",
      "topics": [
        "get.options.newton"
      ]
    },
    {
      "page": "get.options.pca",
      "title": "Get Options for PCA",
      "topics": [
        "get.options.pca"
      ]
    },
    {
      "page": "get.options.roc",
      "title": "Get Options for ROC and AUC Calculations",
      "topics": [
        "get.options.roc"
      ]
    },
    {
      "page": "get.search.items",
      "title": "Specify the Purpose of the Model Search Process",
      "topics": [
        "get.search.items"
      ]
    },
    {
      "page": "get.search.metrics",
      "title": "Get Options for Measuring Performance",
      "topics": [
        "get.search.metrics"
      ]
    },
    {
      "page": "get.search.modelchecks",
      "title": "Set Options to Exclude a Model Subset",
      "topics": [
        "get.search.modelchecks"
      ]
    },
    {
      "page": "get.search.options",
      "title": "Get Extra Options for Model Search Process",
      "topics": [
        "get.search.options"
      ]
    },
    {
      "page": "get.varma.params",
      "title": "Split VARMA parameter into its Components",
      "topics": [
        "get.varma.params"
      ]
    },
    {
      "page": "logLik.ldt.estim",
      "title": "Extract Maximum Log-Likelihood",
      "topics": [
        "logLik.ldt.estim"
      ]
    },
    {
      "page": "plot.ldt.estim",
      "title": "Plot Diagnostics for 'ldt.estim' Object",
      "topics": [
        "plot.ldt.estim"
      ]
    },
    {
      "page": "plot.ldt.varma.prediction",
      "title": "Plot Predictions from a VARMA model",
      "topics": [
        "plot.ldt.varma.prediction"
      ]
    },
    {
      "page": "predict.ldt.estim",
      "title": "Extract Prediction Results",
      "topics": [
        "predict.ldt.estim"
      ]
    },
    {
      "page": "predict.ldt.estim.varma",
      "title": "Extract Prediction Results from a 'ldt.estim.varma' Object",
      "topics": [
        "predict.ldt.estim.varma"
      ]
    },
    {
      "page": "print.ldt.estim",
      "title": "Prints an 'ldt.estim' object",
      "topics": [
        "print.ldt.estim"
      ]
    },
    {
      "page": "print.ldt.estim.projection",
      "title": "Prints an 'ldt.estim.projection' object",
      "topics": [
        "print.ldt.estim.projection"
      ]
    },
    {
      "page": "print.ldt.list",
      "title": "Prints an 'ldt.list' object",
      "topics": [
        "print.ldt.list"
      ]
    },
    {
      "page": "print.ldt.search",
      "title": "Prints an 'ldt.search' object",
      "topics": [
        "print.ldt.search"
      ]
    },
    {
      "page": "print.ldt.varma.prediction",
      "title": "Prints an 'ldt.varma.prediction' object",
      "topics": [
        "print.ldt.varma.prediction"
      ]
    },
    {
      "page": "rand.mnormal",
      "title": "Generate Random Samples from a Multivariate Normal Distribution",
      "topics": [
        "rand.mnormal"
      ]
    },
    {
      "page": "residuals.ldt.estim",
      "title": "Extract Residuals Data",
      "topics": [
        "residuals.ldt.estim"
      ]
    },
    {
      "page": "s.cluster.h",
      "title": "Hierarchical Clustering",
      "topics": [
        "s.cluster.h"
      ]
    },
    {
      "page": "s.cluster.h.group",
      "title": "Group Variables with Hierarchical Clustering",
      "topics": [
        "s.cluster.h.group"
      ]
    },
    {
      "page": "s.combine.stats4",
      "title": "Combine Mean, Variance, Skewness, and Kurtosis This function combines two sets of mean, variance, skewness, and kurtosis and generates the combined statistics.",
      "topics": [
        "s.combine.stats4"
      ]
    },
    {
      "page": "s.distance",
      "title": "Get the Distances Between Variables",
      "topics": [
        "s.distance"
      ]
    },
    {
      "page": "s.gld.density.quantile",
      "title": "GLD Density-Quantile Function",
      "topics": [
        "s.gld.density.quantile"
      ]
    },
    {
      "page": "s.gld.from.moments",
      "title": "Get the GLD Parameters from the moments",
      "topics": [
        "s.gld.from.moments"
      ]
    },
    {
      "page": "s.gld.quantile",
      "title": "GLD Quantile Function",
      "topics": [
        "s.gld.quantile"
      ]
    },
    {
      "page": "s.metric.from.weight",
      "title": "Convert a Weight to Metric",
      "topics": [
        "s.metric.from.weight"
      ]
    },
    {
      "page": "s.pca",
      "title": "Principal Component Analysis",
      "topics": [
        "s.pca"
      ]
    },
    {
      "page": "s.roc",
      "title": "Get ROC Curve Data for Binary Classification",
      "topics": [
        "s.roc"
      ]
    },
    {
      "page": "s.weight.from.metric",
      "title": "Convert a Metric to Weight",
      "topics": [
        "s.weight.from.metric"
      ]
    },
    {
      "page": "search.bin",
      "title": "Create a Model Set for Binary Choice Models",
      "topics": [
        "search.bin"
      ]
    },
    {
      "page": "search.rfunc",
      "title": "Create a Model Set for an R Function",
      "topics": [
        "search.rfunc"
      ]
    },
    {
      "page": "search.steps",
      "title": "Step-wise estimation",
      "topics": [
        "search.steps"
      ]
    },
    {
      "page": "search.sur",
      "title": "Create a Model Set for SUR Models",
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