trawl: Estimation and Simulation of Trawl Processes (original) (raw)
Contains R functions for simulating and estimating integer-valued trawl processes as described in the article Veraart (2019),"Modeling, simulation and inference for multivariate time series of counts using trawl processes", Journal of Multivariate Analysis, 169, pages 110-129, <doi:10.1016/j.jmva.2018.08.012> and for simulating random vectors from the bivariate negative binomial and the bi- and trivariate logarithmic series distributions.
| Version: | 0.2.2 |
|---|---|
| Depends: | R (≥ 4.0.0) |
| Imports: | DEoptim, ggplot2, ggpubr, graphics, MASS, rootSolve, Runuran, stats, squash, TSA |
| Suggests: | knitr, rmarkdown, testthat |
| Published: | 2021-02-22 |
| DOI: | 10.32614/CRAN.package.trawl |
| Author: | Almut E. D. Veraart |
| Maintainer: | Almut E. D. Veraart <a.veraart at imperial.ac.uk> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Citation: | trawl citation info |
| Materials: | NEWS |
| In views: | Distributions |
| CRAN checks: | trawl results |
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