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pypi.org "model confidence set" keyword

model-confidence-set 0.1.1

model-confidence-set provides a Python implementation of the Model Confidence Set (MCS) procedure...
2 versions - Latest release: 2 months ago - 39 downloads last month - 5 stars on GitHub - 1 maintainer

Related Keywords

model evaluation 1 statistical model comparison 1 model performance analysis 1 model selection 1 predictive accuracy 1 econometrics 1 financial econometrics 1 model-confidence-set 1 model-selection 1 performance-evaluation 1