API

• ALM
  • ALM
  • PredictionResult
• Formula
  • formula()
  • expand_formula()
  • Formula Syntax Reference
• Selection
  • CALM()
  • LmCombineResult
  • LmCombineSummary
  • ModelInfo
  • stepwise()
• Measures
  • accuracy()
  • gmrae()
  • mae()
  • mape()
  • mase()
  • me()
  • measures()
  • mpe()
  • mse()
  • rame()
  • rmae()
  • rmse()
  • rmsse()
  • rrmse()
  • same()
  • sce()
  • smse()
  • spis()
• Association
  • association()
  • determination()
  • mcor()
  • pcor()
• Half-Moments
  • asymmetry()
  • cextremity()
  • extremity()
  • ham()
  • hm()
  • mre()
• Quantile Measures
  • mis()
  • pinball()
  • rmis()
  • smis()
• Xreg
  • B()
  • multipliers()
  • temporal_dummy()
  • xreg_expander()
  • xreg_multiplier()
  • xreg_transformer()
• Transforms
  • Box-Cox Transformations
  • mean_fast
• Distributions
  • dalaplace()
  • dbcnorm()
  • dbeta()
  • dbinom()
  • dchi2()
  • dexp()
  • dfnorm()
  • dgamma()
  • dgeom()
  • dgnorm()
  • dinvgauss()
  • dlaplace()
  • dlgnorm()
  • dllaplace()
  • dlnorm()
  • dlogis()
  • dlogitnorm()
  • dls()
  • dnbinom()
  • dnorm()
  • dpois()
  • drectnorm()
  • ds()
  • dt()
  • palaplace()
  • pbcnorm()
  • pbeta()
  • pbinom()
  • pchi2()
  • pexp()
  • pfnorm()
  • pgamma()
  • pgeom()
  • pgnorm()
  • pinvgauss()
  • plaplace()
  • plnorm()
  • plogis()
  • plogitnorm()
  • pnbinom()
  • pnorm()
  • ppois()
  • prectnorm()
  • ps()
  • pt()
  • qalaplace()
  • qbcnorm()
  • qbeta()
  • qbinom()
  • qchi2()
  • qexp()
  • qfnorm()
  • qgamma()
  • qgeom()
  • qgnorm()
  • qinvgauss()
  • qlaplace()
  • qlgnorm()
  • qllaplace()
  • qlnorm()
  • qlogis()
  • qlogitnorm()
  • qls()
  • qnbinom()
  • qnorm()
  • qpois()
  • qrectnorm()
  • qs()
  • qt()
  • ralaplace()
  • rbcnorm()
  • rbeta()
  • rbinom()
  • rchi2()
  • rexp()
  • rfnorm()
  • rgamma()
  • rgeom()
  • rgnorm()
  • rinvgauss()
  • rlaplace()
  • rlogis()
  • rlogitnorm()
  • rnbinom()
  • rpois()
  • rrectnorm()
  • rs()
  • rt()

Core Classes

• greybox.ALM - Augmented Linear Model estimator

• greybox.formula - Formula parsing function

• greybox.expand_formula - Formula expansion function

• greybox.bc_transform - Box-Cox transformation

• greybox.bc_transform_inv - Inverse Box-Cox transformation

• greybox.mean_fast - Trimmed/hubered mean

Model Selection

• greybox.stepwise() - Stepwise IC-based variable selection

• greybox.CALM() - Combine ALM models based on IC weights

Accuracy Measures

• greybox.measures.MAE() - Mean Absolute Error

• greybox.measures.MSE() - Mean Squared Error

• greybox.measures.RMSE() - Root Mean Squared Error

• greybox.measures.MAPE() - Mean Absolute Percentage Error

• greybox.measures.MASE() - Mean Absolute Scaled Error

Association Measures

• greybox.association - Association and correlation measures

Half-Moments

• greybox.hm - Half-moment functions

Quantile Measures

• greybox.quantile_measures - Pinball loss and interval scores

Variable Processing

• greybox.xreg.xreg_expander() - Lag/lead expansion

• greybox.xreg.xreg_multiplier() - Cross-product generation

• greybox.xreg.temporal_dummy() - Temporal dummy variables