Package: ldt 0.5.3

ldt: Automated Uncertainty Analysis

Methods and tools for model selection and multi-model inference (Burnham and Anderson (2002) <doi:10.1007/b97636>, among others). 'SUR' (for parameter estimation), 'logit'/'probit' (for binary classification), and 'VARMA' (for time-series forecasting) are implemented. Evaluations are both in-sample and out-of-sample. It is designed to be efficient in terms of CPU usage and memory consumption.

Authors:Ramin Mojab [aut, cre], Stephen Becker [cph]

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ldt/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/rmojab63/ldt/issues

On CRAN:

38 exports 0.71 score 6 dependencies 7 scripts 303 downloads

Last updated 2 months agofrom:2b93f44eb2. Checks:OK: 9. Indexed: yes.

Exports:coefs.tableendogenousestim.binestim.surestim.varmaestim.varma.model.stringexogenousfan.plotget.combinationsget.dataget.options.lbfgsget.options.neldermeadget.options.newtonget.options.pcaget.options.rocget.search.itemsget.search.metricsget.search.modelchecksget.search.optionsget.varma.paramsrand.mnormals.cluster.hs.cluster.h.groups.combine.stats4s.distances.gld.density.quantiles.gld.from.momentss.gld.quantiles.metric.from.weights.pcas.rocs.weight.from.metricsearch.binsearch.sursearch.varmasim.binsim.sursim.varma

Dependencies:BHMASSrbibutilsRcppRdpacktdata