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trawl: Estimation and Simulation of Trawl Processes

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.

Version:0.2.2
Depends:R (≥ 4.0.0)
Imports:DEoptim,ggplot2,ggpubr, graphics,MASS,rootSolve,Runuran, stats,squash,TSA
Suggests:knitr,rmarkdown,testthat
Published:2021-02-22
DOI:10.32614/CRAN.package.trawl
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
In views:Distributions
CRAN checks:trawl results

Documentation:

Reference manual:trawl.html ,trawl.pdf
Vignettes:Simulation from the bivariate negative binomial and bi- and trivariate logarithmic series distribution (source,R code)
Simulation and estimation of an integer-valued trawl process (source,R code)

Downloads:

Package source: trawl_0.2.2.tar.gz
Windows binaries: r-devel:trawl_0.2.2.zip, r-release:trawl_0.2.2.zip, r-oldrel:trawl_0.2.2.zip
macOS binaries: r-release (arm64):trawl_0.2.2.tgz, r-oldrel (arm64):trawl_0.2.2.tgz, r-release (x86_64):trawl_0.2.2.tgz, r-oldrel (x86_64):trawl_0.2.2.tgz
Old sources: trawl archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=trawlto link to this page.


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