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.
Version: | 0.5.3 |
Depends: | R (≥ 3.5.0) |
Imports: | Rcpp, tdata, Rdpack (≥ 0.7), MASS |
LinkingTo: | BH, Rcpp |
Suggests: | knitr, testthat, rmarkdown, kableExtra, moments, systemfit |
Published: | 2024-07-06 |
DOI: | 10.32614/CRAN.package.ldt |
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 at gmail.com> |
License: | GPL (≥ 3) |
URL: | https://github.com/rmojab63/LDT |
NeedsCompilation: | yes |
SystemRequirements: | C++17 |
Materials: | NEWS |
CRAN checks: | ldt results |
Package source: | ldt_0.5.3.tar.gz |
Windows binaries: | r-devel: ldt_0.5.3.zip, r-release: ldt_0.5.3.zip, r-oldrel: ldt_0.5.3.zip |
macOS binaries: | r-release (arm64): ldt_0.5.3.tgz, r-oldrel (arm64): ldt_0.5.3.tgz, r-release (x86_64): ldt_0.5.3.tgz, r-oldrel (x86_64): ldt_0.5.3.tgz |
Old sources: | ldt archive |
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