MaxMC: Maximized Monte Carlo
An implementation of the Monte Carlo techniques described in details by Dufour (2006) <doi:10.1016/j.jeconom.2005.06.007> and Dufour and Khalaf (2007) <doi:10.1002/9780470996249.ch24>. 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.
Version: |
0.1.1 |
Imports: |
GenSA, pso, GA, NMOF, scales, stats, graphics, utils |
Suggests: |
fUnitRoots, microbenchmark, boot, MASS, knitr, rmarkdown |
Published: |
2019-03-24 |
Author: |
Julien Neves [aut, cre],
Jean-Marie Dufour [aut] |
Maintainer: |
Julien Neves <jmn252 at cornell.edu> |
License: |
GPL (≥ 3) |
URL: |
https://github.com/julienneves/MaxMC |
NeedsCompilation: |
no |
Materials: |
README NEWS |
CRAN checks: |
MaxMC results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=MaxMC
to link to this page.