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sisireg (version 1.1.2)

Sign-Simplicity-Regression-Solver

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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Version

Install

install.packages('sisireg')

Monthly Downloads

208

Version

1.1.2

License

GPL (>= 2)

Maintainer

Lars Metzner

Last Published

December 13th, 2024

Functions in sisireg (1.1.2)

psplotnd

Partial Sum Plot for the multidimensional coordinates
fii_model

Factor-wise Influence Indicator (Model-fii) for a given ssrmlp model
psvalid

Partial Sum Validity Check
ssr3d_predict

3-dimensional SSR model prediction
ssr3d

3-dimensional SSR model
ssrmlp_train

2-layer MLP with partial sum optimization
onnx_save

Saving a ssrmlp model in onnx format to file
ssrnd

Multi-dimensional SSR model
psplot

Partial Sum Plot
fii_prediction

Factor-wise Influence Indicator (Prediction-fii) for a given ssrmlp model regarding a given input vector
runvalid

Maximum Run Validity Check
onnx_load

Loading a ssrmlp model from ONNX file
snarch

S-NARCH Model
ssr

Onedimensional SSR-model calculation
ssrnd_predict

Prediction function for the multi-dimensional SSR model
tauM

Trend-based Correlation
ssr_predict

SSR model Prediction
ssrmlp_predict

Prediction function for the ssrMLP
psplot3d

Partial Sum Plot for 2-dimensional coordinates
axe_narch_predict

Prediction function for the AxE-NARCH model
axe

Data model for the AxE-Model (Axiomatic Econometric Modeling Paradigm)
axe_narch_model

implementation of the AxE model based on the ssr-MLP