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ldt (version 0.5.3)

Automated Uncertainty Analysis

Description

Methods and tools for model selection and multi-model inference (Burnham and Anderson (2002) , 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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Version

Install

install.packages('ldt')

Monthly Downloads

231

Version

0.5.3

License

GPL (>= 3)

Issues

Pull Requests

Stars

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Repository

https://github.com/rmojab63/LDT

Maintainer

Ramin Mojab

Last Published

July 6th, 2024

Functions in ldt (0.5.3)

Fan Plot Function

estim.varma.model.string

Get the Specification of an ldt.estim.varma Model

Extract Exogenous Variable(s) Data

fitted.ldt.estim

Extract Fitted Data

Estimate a Binary Choice Model

Estimate a SUR Model

Extract Endogenous Variable(s) Data

Estimate a VARMA Model

estim.binary.model.string

Convert a List of Equations to a Matrix

get.combinations

Define Combinations for Search Process

Get Numeric Indices in a Combination

Transform and Prepare Data for Analysis

get.data.check.intercept

Check for an intercept in a matrix

get.data.append.newX

Append newX to data$data matrix.

get.data.check.discrete

Check if a column is discrete

get.options.lbfgs

Get Options for L-BFGS Optimization

get.varma.params

Split VARMA parameter into its Components

logLik.ldt.estim

Extract Maximum Log-Likelihood

get.options.pca

Get Options for PCA

residuals.ldt.estim

Extract Residuals Data

get.options.roc

Get Options for ROC and AUC Calculations

get.options.neldermead

Options for Nelder-Mead Optimization

Hierarchical Clustering

get.search.modelchecks

Set Options to Exclude a Model Subset

get.options.newton

Get Options for Newton Optimization

print.ldt.estim.projection

Prints an ldt.estim.projection object

get.search.options

Get Extra Options for Model Search Process

print.ldt.estim

Prints an ldt.estim object

Generate Random Samples from a Multivariate Normal Distribution

get.search.metrics

Get Options for Measuring Performance

plot.ldt.varma.prediction

Plot Predictions from a VARMA model

s.combine.stats4

Combine Mean, Variance, Skewness, and Kurtosis This function combines two sets of mean, variance, skewness, and kurtosis and generates the combined statistics.

print.ldt.varma.prediction

Prints an ldt.varma.prediction object

s.metric.from.weight

Convert a Weight to Metric

get.data.keep.complete

Remove Rows with Missing Observations from Data

get.search.items

Specify the Purpose of the Model Search Process

Prints an ldt.list object

Plot Diagnostics for ldt.estim Object

print.ldt.search

Prints an ldt.search object

s.cluster.h.group

Group Variables with Hierarchical Clustering

predict.ldt.estim.varma

Extract Prediction Results from a ldt.estim.varma Object

predict.ldt.estim

Extract Prediction Results

Get ROC Curve Data for Binary Classification

Generate Random Sample from a VARMA Model

Generate Random Sample from an SUR Model

Get the Distances Between Variables

s.gld.density.quantile

GLD Density-Quantile Function

Create a Model Set for an R Function

Create a Model Set for Binary Choice Models

summary.ldt.search

Summary for an ldt.search object

summary.ldt.search.item

Summary for an ldt.search.item object

Principal Component Analysis

GLD Quantile Function

Create a Model Set for SUR Models

s.gld.from.moments

Get the GLD Parameters from the moments

Step-wise estimation

s.weight.from.metric

Convert a Metric to Weight

Create Model Set for VARMA Models

Generate Random Sample from a DC Model

IMF's Primary Commodity Prices

adjust_indices_after_remove

Adjust Indices in a List

Bayesian Information Criterion

Combine a List of ldt.search Objects

Akaike Information Criterion

Extract Coefficients Matrix

boxCoxTransform

Box-Cox Transformation of Numeric Matrix

Create Table of Coefficients

Berka and Sochorova (1993) Dataset for Loan Default

Long-run Growth from World Development Indicator Dataset