LSDirf: Impulse-Response Function Analysis for Agent-Based Models

Performing impulse-response function (IRF) analysis of relevant variables of agent-based simulation models, in particular for models described in 'LSD' format. Based on the data produced by the simulation model, it performs both linear and state-dependent IRF analysis, providing the tools required by the Counterfactual Monte Carlo (CMC) methodology (Amendola and Pereira (2024) <doi:10.2139/ssrn.4740360>), including state identification and sensitivity. CMC proposes retrieving the causal effect of shocks by exploiting the opportunity to directly observe the counterfactual in a fully controlled experimental setup. 'LSD' (Laboratory for Simulation Development) is free software available at <https://www.labsimdev.org/>).

install.packages("LSDirf")

Try the LSDirf package in your browser