julienneves/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.
Getting started
Browse package contents
Package details |
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| Maintainer | Julien Neves <jmn252@cornell.edu> |
| License | GPL(>= 3) |
| Version | 0.1.1 |
| URL | https://github.com/julienneves/MaxMC |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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