sisireg

Sign-Simplicity-Regression-Solver

Last update: 20 September 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.0, 0.7.0, 0.8.0, 0.8.1, 0.9.0, 0.9.1, 1.1.0, 1.1.1

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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