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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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| Author | Ramin Mojab [aut, cre], Stephen Becker [cph] (BSD 3-clause license. Original code for L-BFGS-B algorithm. The L-BFGS-B algorithm was written in the 1990s (mainly 1994, some revisions 1996) by Ciyou Zhu (in collaboration with R.H. Byrd, P. Lu-Chen and J. Nocedal). L-BFGS-B Version 3.0 is an algorithmic update from 2011, with coding changes by J. L. Morales) |
| Maintainer | Ramin Mojab <rmojab63@gmail.com> |
| License | GPL (>= 3) |
| Version | 0.5.3 |
| URL | https://github.com/rmojab63/LDT |
| Package repository | View on CRAN |
| Installation |
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