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

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 form https://CRAN.R-project.org/package=trawl to link to this page.