EvalEst: Dynamic Systems Estimation - Extensions

Provides functions for evaluating (time series) model estimation methods. These facilitate Monte Carlo experiments of repeated simulations and estimations. Also provides methods for looking at the distribution of the results from these experiments, including model roots (which are an equivalence class invariant).

AuthorPaul Gilbert <pgilbert.ttv9z@ncf.ca>
Date of publication2015-05-02 16:31:02
MaintainerPaul Gilbert <pgilbert.ttv9z@ncf.ca>
LicenseGPL-2
Version2015.4-2
http://tsanalysis.r-forge.r-project.org/

View on CRAN

Functions

build.diagonal.model Man page
build.input.models Man page
coef.TSestModelEstEval Man page
coef.TSmodelEstEval Man page
distribution Man page
distribution.coefEstEval Man page
distribution.default Man page
distribution.MonteCarloSimulations Man page
distribution.rootsEstEval Man page
distribution.TSdata Man page
EstEval Man page
generateSSmodel Man page
genMineData Man page
is.EstEval Man page
is.MonteCarloSimulations Man page
MonteCarloSimulations Man page
MonteCarloSimulations.default Man page
MonteCarloSimulations.EstEval Man page
MonteCarloSimulations.MonteCarloSimulations Man page
MonteCarloSimulations.TSestModel Man page
MonteCarloSimulations.TSmodel Man page
nseriesInput.MonteCarloSimulations Man page
nseriesOutput.MonteCarloSimulations Man page
plot.rootsEstEval Man page
print.EstEval Man page
print.MonteCarloSimulations Man page
print.summary.coefEstEval Man page
print.summary.EstEval Man page
print.summary.MonteCarloSimulations Man page
print.summary.rootsEstEval Man page
print.summary.TSestModelEstEval Man page
print.summary.TSmodelEstEval Man page
roots.coefEstEval Man page
roots.rootsEstEval Man page
roots.TSestModelEstEval Man page
roots.TSmodelEstEval Man page
seriesNamesInput.MonteCarloSimulations Man page
seriesNamesOutput.MonteCarloSimulations Man page
summary.coefEstEval Man page
summary.EstEval Man page
summary.MonteCarloSimulations Man page
summary.rootsEstEval Man page
summary.TSestModelEstEval Man page
summary.TSmodelEstEval Man page
testEqual.EstEval Man page
testEqual.MonteCarloSimulations Man page
tfplot.coefEstEval Man page
tfplot.EstEval Man page
tfplot.MonteCarloSimulations Man page
tfplot.rootsEstEval Man page
tfplot.TSestModelEstEval Man page
tfplot.TSmodelEstEval Man page
tframe.MonteCarloSimulations Man page
Tobs.MonteCarloSimulations Man page
TSestModel.coefEstEval Man page
TSmodel.coefEstEval Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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