sr - Smooth Regression - The Gamma Test and Tools
Finds causal connections in precision data, finds lags and
embeddings in time series, guides training of neural networks
and other smooth models, evaluates their performance, gives a
mathematically grounded answer to the over-training problem.
Smooth regression is based on the Gamma test, which measures
smoothness in a multivariate relationship. Causal relations
are smooth, noise is not. 'sr' includes the Gamma test and
search techniques that use it. References: Evans & Jones (2002)
<doi:10.1098/rspa.2002.1010>, AJ Jones (2004)
<doi:10.1007/s10287-003-0006-1>.