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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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Version

Install

install.packages('EvalEst')

Monthly Downloads

101

Version

2024.2-1

License

GPL-2

Maintainer

Paul Gilbert

Last Published

February 18th, 2024

Functions in EvalEst (2024.2-1)

distribution

Generate distribution plots of Monte Carlo simulations
coef.TSmodelEstEval

Specific Methods for coef
genMineData

Generate Data
distribution.coefEstEval

Plot distribution of estimates
EstEval

Evaluate an estimation method
MonteCarloSimulations

Generate simulations
TSdata.coefEstEval

TS Extractor Specific Methods
tfplot.rootsEstEval

Specific tfplot methods for rootsEstEval (EstEval) objects
tfplot.TSdata.ee

Specific Methods for tfplot
tfplot.coefEstEval

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

Roots Specific Methods
print.estimatedModels

Print Specific Methods
seriesNamesInput.MonteCarloSimulations

TS Input and Output Specific Methods
summary.EstEval

Summary Specific Methods
generateSSmodel

Randomly generate a state space model
TobsMonteCarloSimulations

Tframe or Number of Observations
nseries.MonteCarloSimulations

Number of Series
testEqual.EstEval

Specific Methods for Testing Equality
tfplot.MonteCarloSimulations

Generate plots of Monte Carlo simulations