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: | 2012.4-1 |
| Depends: | R (≥ 2.5.0), setRNG, tframe (≥ 2007.5-3), tfplot, dse (≥ 2007.10-1) |
| Published: | 2012-05-03 |
| Author: | Paul Gilbert |
| Maintainer: | Paul Gilbert <pgilbert.ttv9z at ncf.ca> |
| License: | GPL-2 |
| Copyright: | 1993-1996,1998-2011 Bank of Canada. 1997,2012 Paul Gilbert |
| URL: | http://tsanalysis.r-forge.r-project.org/ |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | EvalEst results |
| Reference manual: | EvalEst.pdf |
| Vignettes: |
EvalEst Guide |
| Package source: | EvalEst_2012.4-1.tar.gz |
| Windows binaries: | r-devel: EvalEst_2012.4-1.zip, r-release: EvalEst_2012.4-1.zip, r-oldrel: EvalEst_2012.4-1.zip |
| OS X Snow Leopard binaries: | r-release: EvalEst_2012.4-1.tgz, r-oldrel: EvalEst_2012.4-1.tgz |
| OS X Mavericks binaries: | r-release: EvalEst_2012.4-1.tgz |
| Old sources: | EvalEst archive |
| Reverse depends: | tsfa |