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 |
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