Description
Automated Uncertainty Analysis.
Description
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.
README.md
LDT
Documents are provided in the R package.
Copyrights
This product includes codes developed by others:
- Stephen Becker, [email protected] (This is the L-BFGS-B part of the code which is released under the BSD 3-clause license. 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).
This product also depends on Boost, BLAS, and LAPACK. Furthermore, The R package depends on R and on some other R packages which are documented in the DESCRIPTION file.