Dynamic Systems Estimation - Extensions

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).


Reference manual

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install.packages("EvalEst")

2024.2-1 by Paul Gilbert, 3 years ago


http://tsanalysis.r-forge.r-project.org/


Browse source code at https://github.com/cran/EvalEst


Authors: Paul Gilbert <[email protected]>


Documentation:   PDF Manual  


GPL-2 license


Imports setRNG, tframe, stats, graphics

Depends on tfplot, dse


See at CRAN