A.Quick.Outline: Monte.Carlo.se: A package for computing standard errors of...

In Monte.Carlo.se: Monte Carlo Standard Errors

Monte.Carlo.se: A package for computing standard errors of Monte Carlo estimates

Description

The Monte.Carlo.se package has two main R functions mc.se.vector and mc.se.matrix that are built on two basic functions jack.se and boot.se for computing jackknife and bootstrap standard errors, respectively.

Details

A Monte Carlo Study often results in an N by k matrix X of estimates based on N independent samples of simulation data. X might contain parameter estimates (like the mean or median) or test results (say 0 for "accept the null hypothesis" or 1 for "reject the null"). Summary calculations from X, such as means or variances, are then displayed in a table or plot.

The purpose of the Monte.Carlo.se package is to compute estimates of the standard deviation (called standard errors) of these table entries.

Examples are included in the documentation for mc.se.vector and mc.se.matrix. However, more extended examples may be found in the three vignettes found by clicking "index" at the bottom of this page and then on "User guides, package vignettes and other documentation."

Author(s)

Dennis Boos, Kevin Matthew, Jason Osborne

Monte.Carlo.se documentation built on April 6, 2023, 5:22 p.m.