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EvalEst (version 2011.11-1)

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

2011.11-1

License

GPL-2 | file LICENSE

Maintainer

Paul Gilbert

Last Published

November 3rd, 2011

Functions in EvalEst (2011.11-1)

distribution

Generate distribution plots of Monte Carlo simulations
genMineData

Generate Data
tfplot.rootsEstEval

Specific tfplot methods for rootsEstEval (EstEval) objects
EstEval

Evaluate an estimation method
TobsMonteCarloSimulations

Tframe or Number of Observations
seriesNamesInput.MonteCarloSimulations

TS Input and Output Specific Methods
summary.EstEval

Summary Specific Methods
print.estimatedModels

Print Specific Methods
coef.TSmodelEstEval

Specific Methods for coef
tfplot.TSdata.ee

Specific Methods for tfplot
MonteCarloSimulations

Generate simulations
tfplot.coefEstEval

Specific tfplot methods for coefEstEval (EstEval) objects
generateSSmodel

Randomly generate a state space model
TSdata.coefEstEval

TS Extractor Specific Methods
distribution.coefEstEval

Plot distribution of estimates
testEqual.EstEval

Specific Methods for Testing Equality
roots.coefEstEval

Roots Specific Methods
tfplot.MonteCarloSimulations

Generate plots of Monte Carlo simulations
nseries.MonteCarloSimulations

Number of Series