EvalEst: Dynamic Systems Estimation - Extensions

Provides functions for evaluating (time series) model estimation methods. These facilitate Monte Carlo experiments of repeated simulations and estimations. Also provides methods for looking at the distribution of the results from these experiments, including model roots (which are an equivalence class invariant).

Getting started

Package details

AuthorPaul Gilbert <pgilbert.ttv9z@ncf.ca>
MaintainerPaul Gilbert <pgilbert.ttv9z@ncf.ca>
URL http://tsanalysis.r-forge.r-project.org/
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("EvalEst", repos="http://R-Forge.R-project.org")

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EvalEst documentation built on Sept. 23, 2019, 3:01 a.m.