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.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
examples
Running examples in ‘ldt-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: estim.sur
> ### Title: Estimate a SUR Model
> ### Aliases: estim.sur
>
> ### ** Examples
>
> # Example 1
...[truncated]...
i, " ~ -1 +", exp_names)))
> fit <- systemfit::systemfit(fmla, data = data, method = "SUR")
Error in loadNamespace(x) : there is no package called ‘systemfit’
Calls: loadNamespace -> withRestarts -> withOneRestart -> doWithOneRestart
Execution halted
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 2, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
installed package size
installed size is 26.2Mb
sub-directories of 1Mb or more:
libs 24.8Mb
installed package size
installed size is 25.9Mb
sub-directories of 1Mb or more:
libs 24.6Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/ldt.Rcheck/00install.out' for details.
installed package size
installed size is 26.2Mb
sub-directories of 1Mb or more:
libs 24.8Mb
installed package size
installed size is 25.9Mb
sub-directories of 1Mb or more:
libs 24.6Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 26.2Mb
sub-directories of 1Mb or more:
libs 24.8Mb
installed package size
installed size is 25.9Mb
sub-directories of 1Mb or more:
libs 24.6Mb