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/>).
Version: |
0.1.3 |
Depends: |
R (≥ 4.0.0) |
Imports: |
stats, utils, grDevices, graphics, boot, digest, gplots, abind, partykit, randomForest |
Suggests: |
LSDinterface, LSDsensitivity |
Published: |
2024-04-04 |
DOI: |
10.32614/CRAN.package.LSDirf |
Author: |
Marcelo C. Pereira
[aut, cre],
Marco Amendola
[aut] |
Maintainer: |
Marcelo C. Pereira <mcper at unicamp.br> |
License: |
GPL-3 |
NeedsCompilation: |
no |
Language: |
en-US |
CRAN checks: |
LSDirf results |
Documentation:
Downloads:
Reverse dependencies:
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