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tscount (version 1.3.0)

Analysis of Count Time Series

Description

Likelihood-based methods for model fitting and assessment, prediction and intervention analysis of count time series following generalized linear models are provided. Models with the identity and with the logarithmic link function are allowed. The conditional distribution can be Poisson or Negative Binomial.

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Version

Install

install.packages('tscount')

Monthly Downloads

818

Version

1.3.0

License

GPL-2 | GPL-3

Maintainer

Tobias Liboschik

Last Published

May 13th, 2016

Functions in tscount (1.3.0)

QIC

Quasi Information Criterion of a Generalised Linear Model for Time Series of Counts
invertinfo

Compute a Covariance Matrix from a Fisher Information Matrix
interv_test.tsglm

Testing for Interventions in Count Time Series Following Generalised Linear Models
countdistr

Count Data Distributions
influenza

Influenza Infections Time Series
ehec

EHEC Infections Time Series
se.tsglm

Standard Errors of a Fitted Generalised Linear Model for Time Series of Counts
tsglm.sim

Simulate a Time Series Following a Generalised Linear Model
predict.tsglm

Predicts Method for Time Series of Counts Following Generalised Linear Models
ingarch.analytical

Analytical Mean, Variance and Autocorrelation of an INGARCH Process
ecoli

E. coli Infections Time Series
measles

Measles Infections Time Series
campy

Campylobacter Infections Time Series
tsglm

Count Time Series Following Generalised Linear Models
plot.tsglm

Diagnostic Plots for a Fitted GLM-type Model for Time Series of Counts
marcal

Predictive Model Assessment with a Marginal Calibration Plot
pit

Predictive Model Assessment with a Probability Integral Transform Histogram
scoring

Predictive Model Assessment with Proper Scoring Rules
summary.tsglm

Summarising Fits of Count Time Series following Generalised Linear Models
residuals.tsglm

Residuals of a Generalised Linear Model for Time Series of Counts
plot.interv_detect

Plot Test Statistic of Intervention Detection Procedure for Count Time Series Following Generalised Linear Models
plot.interv_multiple

Plot for Iterative Intervention Detection Procedure for Count Time Series following Generalised Linear Models
interv_multiple.tsglm

Detecting Multiple Interventions in Count Time Series Following Generalised Linear Models
tscount-package

Analysis of Count Time Series
interv_detect.tsglm

Detecting an Intervention in Count Time Series Following Generalised Linear Models
interv_covariate

Describing Intervention Effects for Time Series with Deterministic Covariates