ldt (Q72908)
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Automated Uncertainty Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ldt |
Automated Uncertainty Analysis |
Statements
21 December 2023
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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.
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