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/

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

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