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
Author: Marcelo C. Pereira ORCID iD [aut, cre], Marco Amendola ORCID iD [aut]
Maintainer: Marcelo C. Pereira <mcper at unicamp.br>
License: GPL-3
NeedsCompilation: no
Language: en-US
CRAN checks: LSDirf results

Documentation:

Reference manual: LSDirf.pdf

Downloads:

Package source: LSDirf_0.1.3.tar.gz
Windows binaries: r-devel: LSDirf_0.1.3.zip, r-release: LSDirf_0.1.3.zip, r-oldrel: LSDirf_0.1.3.zip
macOS binaries: r-release (arm64): LSDirf_0.1.3.tgz, r-oldrel (arm64): LSDirf_0.1.3.tgz, r-release (x86_64): LSDirf_0.1.3.tgz, r-oldrel (x86_64): LSDirf_0.1.3.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=LSDirf to link to this page.