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EvalEst (version 2015.4-2)

Dynamic Systems Estimation - Extensions

Description

Provides functions for evaluating (time series) model estimation methods. These facilitate Monte Carlo experiments of repeated simulations and estimations. 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

2015.4-2

License

GPL-2

Maintainer

Paul Gilbert

Last Published

May 2nd, 2015

Functions in EvalEst (2015.4-2)

print.estimatedModels

Print Specific Methods
coef.TSmodelEstEval

Specific Methods for coef
tfplot.rootsEstEval

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

Number of Series
testEqual.EstEval

Specific Methods for Testing Equality
roots.coefEstEval

Roots Specific Methods
tfplot.TSdata.ee

Specific Methods for tfplot
MonteCarloSimulations

Generate simulations
seriesNamesInput.MonteCarloSimulations

TS Input and Output Specific Methods
EstEval

Evaluate an estimation method
generateSSmodel

Randomly generate a state space model
TobsMonteCarloSimulations

Tframe or Number of Observations
tfplot.coefEstEval

Specific tfplot methods for coefEstEval (EstEval) objects
tfplot.MonteCarloSimulations

Generate plots of Monte Carlo simulations
TSdata.coefEstEval

TS Extractor Specific Methods
summary.EstEval

Summary Specific Methods
distribution.coefEstEval

Plot distribution of estimates
distribution

Generate distribution plots of Monte Carlo simulations
genMineData

Generate Data