CRAN/E | paramsim

paramsim

Parameterized Simulation

Installation

About

This function obtains a Random Number Generator (RNG) or collection of RNGs that replicate the required parameter(s) of a distribution for a time series of data. Consider the case of reproducing a time series data set of size 20 that uses an autoregressive (AR) model with phi = 0.8 and standard deviation equal to 1. When one checks the arima.sin() function's estimated parameters, it's possible that after a single trial or a few more, one won't find the precise parameters. This enables one to look for the ideal RNG setting for a simulation that will accurately duplicate the desired parameters.

Key Metrics

Version 0.1.0
R ≥ 4.2.0
Published 2023-01-23 628 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks paramsim results

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Maintainer

Maintainer

Daniel James

Authors

Daniel James

cre / aut

Ayinde Kayode

aut

Material

Reference manual
Package source

Vignettes

paramsim

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 4.2.0

Imports

forecast
foreach
parallel
doParallel
future
stats
tibble

Suggests

knitr
testthat ≥ 3.0.0