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EvalEst (version 2011.3-1)

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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Install

install.packages('EvalEst')

Monthly Downloads

148

Version

2011.3-1

License

GPL-2 | file LICENSE

Maintainer

Last Published

March 24th, 2011

Functions in EvalEst (2011.3-1)