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.">

MaxMC: Maximized Monte Carlo (original) (raw)

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: 0.1.2
Imports: GenSA, pso, GA, NMOF, scales, stats, graphics, utils
Suggests: fUnitRoots, microbenchmark, boot, MASS, knitr, rmarkdown
Published: 2024-10-02
DOI: 10.32614/CRAN.package.MaxMC
Author: Julien Neves [aut], Jean-Marie Dufour [aut, ths], Gabriel Rodriguez-Rondon [cre]
Maintainer: Gabriel Rodriguez-Rondon <gabriel.rodriguezrondon at mail.mcgill.ca>
License: GPL (≥ 3)
URL: https://github.com/julienneves/MaxMC
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: MaxMC results

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