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).

Author
Paul Gilbert <pgilbert.ttv9z@ncf.ca>
Date of publication
2015-05-02 16:31:02
Maintainer
Paul Gilbert <pgilbert.ttv9z@ncf.ca>
License
GPL-2
Version
2015.4-2
URLs

View on CRAN

Man pages

coef.TSmodelEstEval
Specific Methods for coef
distribution
Generate distribution plots of Monte Carlo simulations
distribution.coefEstEval
Plot distribution of estimates
EstEval
Evaluate an estimation method
generateSSmodel
Randomly generate a state space model
genMineData
Generate Data
MonteCarloSimulations
Generate simulations
nseries.MonteCarloSimulations
Number of Series
print.estimatedModels
Print Specific Methods
roots.coefEstEval
Roots Specific Methods
seriesNamesInput.MonteCarloSimulations
TS Input and Output Specific Methods
summary.EstEval
Summary Specific Methods
testEqual.EstEval
Specific Methods for Testing Equality
tfplot.coefEstEval
Specific tfplot methods for coefEstEval (EstEval) objects
tfplot.MonteCarloSimulations
Generate plots of Monte Carlo simulations
tfplot.rootsEstEval
Specific tfplot methods for rootsEstEval (EstEval) objects
tfplot.TSdata.ee
Specific Methods for tfplot
TobsMonteCarloSimulations
Tframe or Number of Observations
TSdata.coefEstEval
TS Extractor Specific Methods

Files in this package

EvalEst
EvalEst/inst
EvalEst/inst/doc
EvalEst/inst/doc/Guide.Stex
EvalEst/inst/doc/Guide.pdf
EvalEst/tests
EvalEst/tests/dse2tst4.R
EvalEst/tests/dse2tst3.R
EvalEst/tests/dse2tstgd2.R
EvalEst/NAMESPACE
EvalEst/demo
EvalEst/demo/eval.estimation.R
EvalEst/demo/00Index
EvalEst/NEWS
EvalEst/R
EvalEst/R/EvalEst.R
EvalEst/vignettes
EvalEst/vignettes/Guide.Stex
EvalEst/MD5
EvalEst/build
EvalEst/build/vignette.rds
EvalEst/DESCRIPTION
EvalEst/man
EvalEst/man/coef.TSmodelEstEval.Rd
EvalEst/man/tfplot.rootsEstEval.Rd
EvalEst/man/distribution.coefEstEval.Rd
EvalEst/man/nseries.MonteCarloSimulations.Rd
EvalEst/man/testEqual.EstEval.Rd
EvalEst/man/generateSSmodel.Rd
EvalEst/man/tfplot.coefEstEval.Rd
EvalEst/man/print.estimatedModels.Rd
EvalEst/man/seriesNamesInput.MonteCarloSimulations.Rd
EvalEst/man/MonteCarloSimulations.Rd
EvalEst/man/TSdata.coefEstEval.Rd
EvalEst/man/genMineData.Rd
EvalEst/man/TobsMonteCarloSimulations.Rd
EvalEst/man/distribution.Rd
EvalEst/man/summary.EstEval.Rd
EvalEst/man/tfplot.TSdata.ee.Rd
EvalEst/man/EstEval.Rd
EvalEst/man/tfplot.MonteCarloSimulations.Rd
EvalEst/man/roots.coefEstEval.Rd