EvalEst (2010.02-1)

Dynamic Systems Estimation - extensions.


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).

Maintainer: Paul Gilbert
Author(s): Paul Gilbert <pgilbert@bank-banque-canada.ca>

License: GPL-2 | file LICENSE

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

Released over 8 years ago.