LSDirf

Impulse-Response Function Analysis for Agent-Based Models

CRAN Package

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 versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Languageen-US
  • Last release04/04/2024

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