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: |
0.1.2 |
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 |
Documentation:
Downloads:
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