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EvalEst (version 2024.2-1)

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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Install

install.packages('EvalEst')

Monthly Downloads

103

Version

2024.2-1

License

GPL-2

Maintainer

Last Published

February 18th, 2024