rsci_monte_carlo: Do a monte carlo simulation of the estimation procedure.

Description Usage Arguments Value

Description

Do a monte carlo simulation of the estimation procedure.

Usage

1
rsci_monte_carlo(model, sample_size, replications)

Arguments

model

rsci_model, the model that we wish to simulate from and subsequently estimate parameters on.

sample_size

integer, the number of observations to simulate.

replications

integer, the number of replications of the experiment.

burn

integer, a number of periods to burn from the beginning of the sample to avoid dependence on initial values.

Value

an rsci_mc object with all information on the experiment.


EmilNejst/rscivem documentation built on May 21, 2019, 1:41 p.m.