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EvalEst (version 2010.02-1)

Dynamic Systems Estimation - extensions

Description

EvalEst provides functions for evalating (time series) model estimation methods. These facilitate monte carlo experiments of repeated simulations and estimations. The package also provides methods for looking at the distribution of the results from these experiments, including model roots (which are an equivalence class invariant).

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Version

Install

install.packages('EvalEst')

Monthly Downloads

38

Version

2010.02-1

License

GPL-2 | file LICENSE

Maintainer

Paul Gilbert

Last Published

April 21st, 2010

Functions in EvalEst (2010.02-1)

roots.coefEstEval

Roots Specific Methods
MonteCarloSimulations

Generate simulations
tfplot.TSdata.ee

Specific Methods for tfplot
print.estimatedModels

Print Specific Methods
EstEval

Evaluate an estimation method
nseries.MonteCarloSimulations

Number of Series
generateSSmodel

Randomly generate a state space model
distribution.coefEstEval

Plot distribution of estimates
coef.TSmodelEstEval

Specific Methods for coef
periodsMonteCarloSimulations

Tframe or Number of Periods
tfplot.MonteCarloSimulations

Generate plots of Monte Carlo simulations
summary.EstEval

Summary Specific Methods
testEqual.EstEval

Specific Methods for Testing Equality
tfplot.rootsEstEval

Specific tfplot methods for rootsEstEval (EstEval) objects
genMineData

Generate Data
seriesNamesInput.MonteCarloSimulations

TS Input and Output Specific Methods
tfplot.coefEstEval

Specific tfplot methods for coefEstEval (EstEval) objects
distribution

Generate distribution plots of Monte Carlo simulations
TSdata.coefEstEval

TS Extractor Specific Methods