julienneves/MMC: 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.

Getting started

Package details

MaintainerGabriel Rodriguez-Rondon <gabriel.rodriguezrondon@mail.mcgill.ca>
LicenseGPL(>= 3)
Version0.1.1
URL https://github.com/julienneves/MaxMC
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("julienneves/MMC")
julienneves/MMC documentation built on June 28, 2024, 1:34 p.m.