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 |
| Reference manual: | ldt.html ,ldt.pdf |
| Vignettes: | Binary Regression (loan default) (source,R code) SUR (longrun output growth) (source,R code) VARMA (commodity prices) (source,R code) |
| 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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