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:
ldt_0.5.3.tar.gz
ldt_0.5.3.tar.gz(r-4.5-noble)ldt_0.5.3.tar.gz(r-4.4-noble)
ldt_0.5.3.tgz(r-4.4-emscripten)ldt_0.5.3.tgz(r-4.3-emscripten)
ldt.pdf |ldt.html✨
ldt/json (API)
NEWS
# Install 'ldt' in R: |
install.packages('ldt', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rmojab63/ldt/issues
- data.berka - Berka and Sochorova (1993) Dataset for Loan Default
- data.pcp - IMF's Primary Commodity Prices
- data.wdi - Long-run Growth from World Development Indicator Dataset
Last updated 5 months agofrom:2b93f44eb2. Checks:OK: 2. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 04 2024 |
R-4.5-linux-x86_64 | OK | Dec 04 2024 |
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
Binary Regression (loan default)
Rendered frombin.Rmd
usingknitr::rmarkdown
on Dec 04 2024.Last update: 2023-11-07
Started: 2023-07-04
SUR (longrun output growth)
Rendered fromsur.Rmd
usingknitr::rmarkdown
on Dec 04 2024.Last update: 2023-11-07
Started: 2023-07-04
VARMA (commodity prices)
Rendered fromvarma.Rmd
usingknitr::rmarkdown
on Dec 04 2024.Last update: 2023-11-07
Started: 2023-07-04