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Automated Uncertainty Analysis

Ramin Mojab

Last update: 21 December 2023

Copyright license: GNU General Public License

Software version identifier: 0.2.0.0, 0.1.1.0, 0.1.4.0, 0.3.0.0, 0.3.1.0, 0.3.2.1, 0.4.2, 0.4.5, 0.5.0, 0.5.1, 0.5.2

Description

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.

Cites work

• Model Selection and Multimodel Inference

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