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).
| Version: | 2011.11-1 |
| Depends: | R (≥ 2.5.0), setRNG, tframe (≥ 2007.5-3), dse (≥ 2007.10-1) |
| Published: | 2011-11-03 |
| Author: | Paul Gilbert |
| Maintainer: | Paul Gilbert <pgilbert.ttv9z at ncf.ca> |
| License: | GPL-2 | file LICENSE |
| URL: | http://tsanalysis.r-forge.r-project.org/ |
| In views: | TimeSeries |
| CRAN checks: | EvalEst results |
| Package source: | EvalEst_2011.11-1.tar.gz |
| MacOS X binary: | EvalEst_2011.11-1.tgz |
| Windows binary: | EvalEst_2011.11-1.zip |
| Reference manual: | EvalEst.pdf |
| Vignettes: |
EvalEst Guide |
| News/ChangeLog: | NEWS |
| Old sources: | EvalEst archive |
| Reverse depends: | dse2, tsfa |