EvalEst: Dynamic Systems Estimation - Extensions
Version 2015.4-2

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).

Getting started

Package details

AuthorPaul Gilbert <[email protected]>
Date of publication2015-05-02 16:31:02
MaintainerPaul Gilbert <[email protected]>
LicenseGPL-2
Version2015.4-2
URL http://tsanalysis.r-forge.r-project.org/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("EvalEst")

Try the EvalEst package in your browser

Any scripts or data that you put into this service are public.

EvalEst documentation built on May 29, 2017, 3:06 p.m.