gEcon.estimation package

This package allows for estimation of models developed in gEcon using either Bayesian or classical (maximum likelihood) methods. In addition, the package includes implementation of historical shock decomposition, Kalman smoother for unobservable variables, and forecasting routines which may be helpful in model analysis and applications.

Documentation

Copyright, disclaimer, & license

© The Chancellery of the Prime Minister of the Republic of Poland 2014–2015

THIS SOFTWARE IS PROVIDED BY THE CHANCELLERY OF THE PRIME MINISTER OF THE REPUBLIC OF POLAND ''AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE CHANCELLERY OF THE PRIME MINISTER OF THE REPUBLIC OF POLAND BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

© Karol Podemski (author) 2015–2016

THIS SOFTWARE IS PROVIDED BY THE AUTHOR ''AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

gEcon.estimation is distributed under the terms of modified BSD-4 license with additional use restiction clause. Licence terms can be found here.

Installing gEcon.estimation package

Please note that gEcon.estimation is NOT DISTRIBUTED THROUGH CRAN. You have to download the .zip (Windows), .tgz (Mac), or .tag.gz (source, Linux / Un*x) file, save it on your disk, and install gEcon.estimation package from this file.

Prerequisites

Download version 0.1 from R-forge