Automated Uncertainty Analysis
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK13 OK2026-05-02
Show 3 earlier changesHide 3 earlier changes
- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 70
- Examples that run
- 86%24 run in a plain check · 4 hold no code
- Exported functions with examples
- 68%
- Documented parameters
- 96%
- Return-value docs
- 95%
- Help pages citing references
- 6% with a bibliography file
Downloads
Repository
2 development-tooling and community-health practices detected across 1 family in the upstream repository
Checks run against github.com/rmojab63/ldt on 2026-10-21.
Dependencies
Code & Tests
Datasets
People & History
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.5.3Latest
- RR 4.4.0 released · 2024-04-24
- 0.5.22023-12-21 · diff ↗
- 0.5.12023-12-08 · diff ↗
- 0.5.02023-11-07 · diff ↗
- 0.4.52023-10-30 · diff ↗
- 0.4.22023-10-21 · diff ↗ ·
removed 10 exports
coefs.plot, get.items.modelcheck, get.items.search, get.options.metric, get.options.search, h.get.estim, search.bin.stepwise, search.sur.stepwise, search.varma.stepwise, to.data.frameadded 9 exports
endogenous, estim.varma.model.string, exogenous, get.combinations, get.data, get.search.items, get.search.metrics, get.search.modelchecks, get.search.options - 0.3.2.12023-08-07 · diff ↗
- 0.3.1.0
- 0.3.0.02023-07-04 · diff ↗ ·
removed 66 exports
BindVariables, ClusterH, ClusterHGroup, CoefTable, CreateProject, Data_BerkaLoan, Data_Pcp, Data_VestaFraud, Data_Wdi, Data_WdiSearchFor, DcEstim, DcSearch, DcSearch_s, F_CrossSection, F_Daily, F_DailyInWeek, F_Hourly, F_ListDate, F_ListString, F_Minute_ly, F_Monthly, F_MultiDaily, F_MultiWeekly, F_MultiYearly, F_Quarterly, F_Second_ly, F_Weekly, F_XTimesADay, F_XTimesAYear, F_XTimesZYear and 36 moreadded 38 exports
coefs.plot, coefs.table, estim.bin, estim.sur, estim.varma, fan.plot, get.items.modelcheck, get.items.search, get.options.lbfgs, get.options.metric, get.options.neldermead, get.options.newton, get.options.pca, get.options.roc, get.options.search, get.varma.params, h.get.estim, rand.mnormal, s.cluster.h, s.cluster.h.group, s.combine.by.moments4, s.distance, s.gld.density.quantile, s.gld.from.moments, s.gld.quantile, s.metric.from.weight, s.pca, s.roc, s.weight.from.metric, search.bin and 8 more - RR 4.3.0 released · 2023-04-21
- 0.2.0.0
- 0.1.4.02023-01-26 · diff ↗
- 0.1.1.02023-01-16
Show 1 earlier eventHide 1 earlier event
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2023-01-16
- Total releases
- 12 / 3 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 677 KB / 3 files
- Download size
- 1.1 MB
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