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.
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openblascppopenmp
2.48 score 8 scripts 193 downloadstdata - Prepare Your Time-Series Data for Further Analysis
Provides a set of tools for managing time-series data, with a particular emphasis on defining various frequency types such as daily and weekly. It also includes functionality for converting data between different frequencies.
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cpp
2.48 score 1 dependents 3 scripts 195 downloads