CRAN/E | trawl

trawl

Estimation and Simulation of Trawl Processes

Installation

About

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.

Citation trawl citation info

Key Metrics

Version 0.2.2
R ≥ 4.0.0
Published 2021-02-22 1166 days ago
Needs compilation? no
License GPL-3
CRAN checks trawl results

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Maintainer

Maintainer

Almut E. D. Veraart

a.veraart@imperial.ac.uk

Authors

Almut E. D. Veraart

Material

NEWS
Reference manual
Package source

In Views

Distributions

Vignettes

Simulation from the bivariate negative binomial and bi- and trivariate logarithmic series distribution
Simulation and estimation of an integer-valued trawl process

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

trawl archive

Depends

R ≥ 4.0.0

Imports

DEoptim
ggplot2
ggpubr
graphics
MASS
rootSolve
Runuran
stats
squash
TSA

Suggests

knitr
rmarkdown
testthat