LSDirf: Impulse-Response Function Analysis for Agent-Based Models (original) (raw)
Performing impulse-response function (IRF) analysis of relevant variables of agent-based simulation models, in particular for models described in 'LSD' format. Based on the data produced by the simulation model, it performs both linear and state-dependent IRF analysis, providing the tools required by the Counterfactual Monte Carlo (CMC) methodology (Amendola and Pereira (2024) <doi:10.2139/ssrn.4740360>), including state identification and sensitivity. CMC proposes retrieving the causal effect of shocks by exploiting the opportunity to directly observe the counterfactual in a fully controlled experimental setup. 'LSD' (Laboratory for Simulation Development) is free software available at <https://www.labsimdev.org/>).
Version: | 0.1.3 |
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Depends: | R (≥ 4.0.0) |
Imports: | stats, utils, grDevices, graphics, boot, digest, gplots, abind, partykit, randomForest |
Suggests: | LSDinterface, LSDsensitivity |
Published: | 2024-04-04 |
DOI: | 10.32614/CRAN.package.LSDirf |
Author: | Marcelo C. Pereira |
Maintainer: | Marcelo C. Pereira |
License: | GPL-3 |
NeedsCompilation: | no |
Language: | en-US |
CRAN checks: | LSDirf results |
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