Showing 5 of total 5 results (show query)
r-spatial
spatialreg:Spatial Regression Analysis
A collection of all the estimation functions for spatial cross-sectional models (on lattice/areal data using spatial weights matrices) contained up to now in 'spdep'. These model fitting functions include maximum likelihood methods for cross-sectional models proposed by 'Cliff' and 'Ord' (1973, ISBN:0850860369) and (1981, ISBN:0850860814), fitting methods initially described by 'Ord' (1975) <doi:10.1080/01621459.1975.10480272>. The models are further described by 'Anselin' (1988) <doi:10.1007/978-94-015-7799-1>. Spatial two stage least squares and spatial general method of moment models initially proposed by 'Kelejian' and 'Prucha' (1998) <doi:10.1023/A:1007707430416> and (1999) <doi:10.1111/1468-2354.00027> are provided. Impact methods and MCMC fitting methods proposed by 'LeSage' and 'Pace' (2009) <doi:10.1201/9781420064254> are implemented for the family of cross-sectional spatial regression models. Methods for fitting the log determinant term in maximum likelihood and MCMC fitting are compared by 'Bivand et al.' (2013) <doi:10.1111/gean.12008>, and model fitting methods by 'Bivand' and 'Piras' (2015) <doi:10.18637/jss.v063.i18>; both of these articles include extensive lists of references. A recent review is provided by 'Bivand', 'Millo' and 'Piras' (2021) <doi:10.3390/math9111276>. 'spatialreg' >= 1.1-* corresponded to 'spdep' >= 1.1-1, in which the model fitting functions were deprecated and passed through to 'spatialreg', but masked those in 'spatialreg'. From versions 1.2-*, the functions have been made defunct in 'spdep'. From version 1.3-6, add Anselin-Kelejian (1997) test to `stsls` for residual spatial autocorrelation <doi:10.1177/016001769702000109>.
Maintained by Roger Bivand. Last updated 9 days ago.
bayesianimpactsmaximum-likelihoodspatial-dependencespatial-econometricsspatial-regressionopenblas
46 stars 12.97 score 916 scripts 24 dependentstidyverts
fabletools:Core Tools for Packages in the 'fable' Framework
Provides tools, helpers and data structures for developing models and time series functions for 'fable' and extension packages. These tools support a consistent and tidy interface for time series modelling and analysis.
Maintained by Mitchell OHara-Wild. Last updated 2 months ago.
91 stars 12.18 score 396 scripts 18 dependentsconfig-i1
greybox:Toolbox for Model Building and Forecasting
Implements functions and instruments for regression model building and its application to forecasting. The main scope of the package is in variables selection and models specification for cases of time series data. This includes promotional modelling, selection between different dynamic regressions with non-standard distributions of errors, selection based on cross validation, solutions to the fat regression model problem and more. Models developed in the package are tailored specifically for forecasting purposes. So as a results there are several methods that allow producing forecasts from these models and visualising them.
Maintained by Ivan Svetunkov. Last updated 16 days ago.
forecastingmodel-selectionmodel-selection-and-evaluationregressionregression-modelsstatisticscpp
30 stars 11.03 score 97 scripts 34 dependentsrvlenth
unrepx:Analysis and Graphics for Unreplicated Experiments
Provides half-normal plots, reference plots, and Pareto plots of effects from an unreplicated experiment, along with various pseudo-standard-error measures, simulated reference distributions, and other tools. Many of these methods are described in Daniel C. (1959) <doi:10.1080/00401706.1959.10489866> and/or Lenth R.V. (1989) <doi:10.1080/00401706.1989.10488595>, but some new approaches are added and integrated in one package.
Maintained by Russell Lenth. Last updated 10 months ago.
1 stars 4.04 score 22 scriptscran
PerMat:Performance Metrics in Predictive Modeling
Performance metric provides different performance measures like mean squared error, root mean square error, mean absolute deviation, mean absolute percentage error etc. of a fitted model. These can provide a way for forecasters to quantitatively compare the performance of competing models. For method details see (i) Pankaj Das (2020) <http://krishi.icar.gov.in/jspui/handle/123456789/44138>.
Maintained by Pankaj Das. Last updated 10 months ago.
2.00 score