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EvalEst (version 2012.4-1)

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

2012.4-1

License

GPL-2

Maintainer

Paul Gilbert

Last Published

May 3rd, 2012

Functions in EvalEst (2012.4-1)

EstEval

Evaluate an estimation method
print.estimatedModels

Print Specific Methods
TobsMonteCarloSimulations

Tframe or Number of Observations
generateSSmodel

Randomly generate a state space model
seriesNamesInput.MonteCarloSimulations

TS Input and Output Specific Methods
distribution

Generate distribution plots of Monte Carlo simulations
tfplot.TSdata.ee

Specific Methods for tfplot
roots.coefEstEval

Roots Specific Methods
tfplot.MonteCarloSimulations

Generate plots of Monte Carlo simulations
genMineData

Generate Data
nseries.MonteCarloSimulations

Number of Series
coef.TSmodelEstEval

Specific Methods for coef
summary.EstEval

Summary Specific Methods
TSdata.coefEstEval

TS Extractor Specific Methods
distribution.coefEstEval

Plot distribution of estimates
testEqual.EstEval

Specific Methods for Testing Equality
tfplot.rootsEstEval

Specific tfplot methods for rootsEstEval (EstEval) objects
MonteCarloSimulations

Generate simulations
tfplot.coefEstEval

Specific tfplot methods for coefEstEval (EstEval) objects