MaxMC: Maximized Monte Carlo

An implementation of the Monte Carlo techniques described in details by Dufour (2006) <doi:10.1016/j.jeconom.2005.06.007> and Dufour and Khalaf (2007) <doi:10.1002/9780470996249.ch24>. The two main features available are the Monte Carlo method with tie-breaker, mc(), for discrete statistics, and the Maximized Monte Carlo, mmc(), for statistics with nuisance parameters.

Package details

AuthorJulien Neves [aut, cre], Jean-Marie Dufour [aut]
MaintainerJulien Neves <jmn252@cornell.edu>
LicenseGPL (>= 3)
Version0.1.1
URL https://github.com/julienneves/MaxMC
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MaxMC")

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MaxMC documentation built on May 1, 2019, 10:16 p.m.