Maximized Monte Carlo

An implementation of the Monte Carlo techniques described in details by Dufour (2006) and Dufour and Khalaf (2007) . The two main features available are the Monte Carlo method with tie-breaker, mc(), for discrete statistics, and the Maximized Monte Carlo, mmc(), for statistics with nuisance parameters.


Reference manual

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0.1.1 by Julien Neves, a year ago

Browse source code at

Authors: Julien Neves [aut, cre] , Jean-Marie Dufour [aut]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports GenSA, pso, GA, NMOF, scales, stats, graphics, utils

Suggests fUnitRoots, microbenchmark, boot, MASS, knitr, rmarkdown

See at CRAN