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EvalEst (version 2009.10-2)

Dynamic Systems Estimation - extensions

Description

Multivariate Time Series - extensions.See ?00dse-Intro for more details.

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Version

Install

install.packages('EvalEst')

Monthly Downloads

38

Version

2009.10-2

License

GPL-2 | file LICENSE

Maintainer

Paul Gilbert

Last Published

October 18th, 2009

Functions in EvalEst (2009.10-2)

TSdata.coefEstEval

TS Extractor Specific Methods
coef.TSmodelEstEval

Specific Methods for coef
distribution.coefEstEval

Plot distribution of estimates
tfplot.MonteCarloSimulations

Generate plots of Monte Carlo simulations
roots.coefEstEval

Roots Specific Methods
tfplot.rootsEstEval

Specific tfplot methods for rootsEstEval (EstEval) objects
seriesNamesInput.MonteCarloSimulations

TS Input and Output Specific Methods
testEqual.EstEval

Specific Methods for Testing Equality
periodsMonteCarloSimulations

Tframe or Number of Periods
genMineData

Generate Data
MonteCarloSimulations

Generate simulations
summary.EstEval

Summary Specific Methods
nseries.MonteCarloSimulations

Number of Series
EstEval

Evaluate an estimation method
tfplot.coefEstEval

Specific tfplot methods for coefEstEval (EstEval) objects
tfplot.TSdata.ee

Specific Methods for tfplot
print.estimatedModels

Print Specific Methods
generateSSmodel

Randomly generate a state space model
distribution

Generate distribution plots of Monte Carlo simulations