Contains R functions for simulating and estimating integer-valued trawl processes as described in the article "Modelling, simulation and inference for multivariate time series of counts using trawl processes" by A. E. D. Veraart (Journal of Multivariate Analysis, 2018, to appear, preprint available at: <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3100076> ) and for simulating random vectors from the bivariate negative binomial and the bi- and trivariate logarithmic series distributions.
| Version: | 0.2.1 |
| Depends: | R (≥ 3.4.0) |
| Imports: | DEoptim, graphics, MASS, rootSolve, Runuran, squash, stats, TSA |
| Suggests: | knitr, rmarkdown, testthat |
| Published: | 2018-08-16 |
| 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 |
| CRAN checks: | trawl results |
| Reference manual: | trawl.pdf |
| Vignettes: |
Simulation from the bivariate negative binomial and bi- and trivariate logarithmic series distribution Simulation and estimation of an integer-valued trawl process |
| Package source: | trawl_0.2.1.tar.gz |
| Windows binaries: | r-devel: trawl_0.2.1.zip, r-release: trawl_0.2.1.zip, r-oldrel: trawl_0.2.1.zip |
| OS X binaries: | r-release: trawl_0.2.1.tgz, r-oldrel: trawl_0.2.1.tgz |
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