EvalEst (2015.4-2)

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Dynamic Systems Estimation - Extensions.

http://tsanalysis.r-forge.r-project.org/
http://cran.r-project.org/web/packages/EvalEst

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).

Maintainer: Paul Gilbert and Erik Meijer
Author(s): Paul Gilbert <pgilbert.ttv9z@ncf.ca>

License: GPL-2

Uses: dse, setRNG, tfplot, tframe
Reverse depends: dse2, tsfa

Released almost 2 years ago.


6 previous versions

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