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 |
| Reference manual: | MaxMC.pdf |
| Package source: | MaxMC_0.1.1.tar.gz |
| Windows binaries: | r-devel: MaxMC_0.1.1.zip, r-release: MaxMC_0.1.1.zip, r-oldrel: MaxMC_0.1.1.zip |
| macOS binaries: | r-release: MaxMC_0.1.1.tgz, r-oldrel: MaxMC_0.1.1.tgz |
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