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.
This page was built for software: ldt
