EvalEst
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Software:36670
swMATH24923CRANEvalEstMaRDI QIDQ36670FDOQ36670
Dynamic Systems Estimation - Extensions
Last update: 18 February 2024
Copyright license: GNU General Public License, version 2.0
Software version identifier: 2009.10-1, 2009.10-2, 2010.02-1, 2011.3-1, 2011.11-1, 2012.4-1, 2015.4-2, 2021.2-1, 2024.2-1
Source code repository: https://github.com/cran/EvalEst
Provides functions for evaluating (time series) modelestimation methods. These facilitate Monte Carlo experiments of repeatedsimulations and estimations. Also provides methods forlooking at the distribution of the results from these experiments,including model roots (which are an equivalence class invariant).
This page was built for software: EvalEst
