Maximized Monte Carlo
Format the optimization method controls
Maximized Monte Carlo
Monte Carlo with Tie-Breaker
Find the Maximized Monte Carlo (MMC) p-value on a set of nuisance para...
Format the optimization method controls
Plot a mmc Object
Print a Summary of a mc Object
Print a Summary of a mmc Object
p-value Function
S3 class mc object generating function
S3 class mmc object generating function
Monte Carlo Simulation
Maximized Monte Carlo Simulation
An implementation of the Monte Carlo techniques described in details by Dufour (2006) <doi:10.1016/j.jeconom.2005.06.007> and Dufour and Khalaf (2007) <doi:10.1002/9780470996249.ch24>. The two main features available are the Monte Carlo method with tie-breaker, mc(), for discrete statistics, and the Maximized Monte Carlo, mmc(), for statistics with nuisance parameters.