trawl: Estimation and Simulation of Trawl Processes

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

Downloads:

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-devel-gcc8: 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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