trawl (version 0.2.2)

Estimation and Simulation of Trawl Processes

Description

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, and for simulating random vectors from the bivariate negative binomial and the bi- and trivariate logarithmic series distributions.

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Install

install.packages('trawl')

Monthly Downloads

150

Version

0.2.2

License

GPL-3

Last Published

February 22nd, 2021

Functions in trawl (0.2.2)