LSDirf
Impulse-Response Function Analysis for Agent-Based Models
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/.
- Version0.1.3
- R version≥ 4.0.0
- LicenseGPL-3
- Needs compilation?No
- Languageen-US
- Last release04/04/2024
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Team
Marcelo C. Pereira
Marco Amendola
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