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EvalEst
View on CRAN: Click
here
Download and install EvalEst package within the R console
Install from CRAN:
install.packages("EvalEst")
Install from Github:
library("remotes")
install_github("cran/EvalEst") Install by package version:
library("remotes")
install_version("EvalEst", "2024.2-1") Attach the package and use:
library("EvalEst")
Maintained by
Paul Gilbert
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2009-10-13
Latest Update:
Description:
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).
How to cite:
Paul Gilbert (2009). EvalEst: Dynamic Systems Estimation - Extensions. R package version 2024.2-1, https://cran.r-project.org/web/packages/EvalEst. Accessed 15 Jul. 2026.
Previous versions and publish date:
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imports, suggests or enhances
Functions, R codes and Examples using
the EvalEst R package
Some associated functions: EstEval . MonteCarloSimulations . TSdata.coefEstEval . TobsMonteCarloSimulations . coef.TSmodelEstEval . distribution.coefEstEval . distribution . genMineData . generateSSmodel . nseries.MonteCarloSimulations . print.estimatedModels . roots.coefEstEval . seriesNamesInput.MonteCarloSimulations . summary.EstEval . testEqual.EstEval . tfplot.MonteCarloSimulations . tfplot.TSdata.ee . tfplot.coefEstEval . tfplot.rootsEstEval .
Some associated R codes: EvalEst.R . Full EvalEst package functions and examples
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