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sisireg (version 1.2.1)

Sign-Simplicity-Regression-Solver

Description

Implementation of the SSR-Algorithm. The Sign-Simplicity-Regression model is a nonparametric statistical model which is based on residual signs and simplicity assumptions on the regression function. Goal is to calculate the most parsimonious regression function satisfying the statistical adequacy requirements. Theory and functions are specified in Metzner (2020, ISBN: 979-8-68239-420-3, "Trendbasierte Prognostik") and Metzner (2021, ISBN: 979-8-59347-027-0, "Adäquates Maschinelles Lernen").

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Version

Install

install.packages('sisireg')

Monthly Downloads

214

Version

1.2.1

License

GPL (>= 2)

Maintainer

Lars Metzner

Last Published

July 9th, 2025

Functions in sisireg (1.2.1)

snarch

S-NARCH Model
ssrnd2

Multi-dimensional SSR model - reworked
ssrnd2NN

Near Neighborhood Estimator for Multi-dimensional SSR model
psplot

Partial Sum Plot
ssr

Onedimensional SSR-model calculation
ssrnd2_predict

Prediction function for the multi-dimensional SSR model - reworked
ssrmlp_train

2-layer MLP with partial sum optimization
ssr3d_predict

3-dimensional SSR model prediction
ssr_predict

SSR model Prediction
ssrnd

Multi-dimensional SSR model
tauM

Trend-based Correlation
ssr3d

3-dimensional SSR model
ssrnd_predict

Prediction function for the multi-dimensional SSR model
fii_prediction

Factor-wise Influence Indicator (Prediction-fii) for a given ssrmlp model regarding a given input vector
axe_narch_model

implementation of the AxE model based on the ssr-MLP
onnx_save

Saving a ssrmlp model in onnx format to file
psvalid

Partial Sum Validity Check
psplot3d

Partial Sum Plot for 2-dimensional coordinates
onnx_load

Loading a ssrmlp model from ONNX file
axe_narch_predict

Prediction function for the AxE-NARCH model
psplotnd

Partial Sum Plot for the multidimensional coordinates
fii_model

Factor-wise Influence Indicator (Model-fii) for a given ssrmlp model
axe

Data model for the AxE-Model (Axiomatic Econometric Modeling Paradigm)
runvalid

Maximum Run Validity Check
psplotnd2

Partial Sum Plot for the multidimensional coordinates - reworked
ssrmlp2_train

2-layer MLP with partial sum optimization - reworked
ssrmlp_predict

Prediction function for the ssrMLP