fableCount
INGARCH and GLARMA Models for Count Time Series in Fable Framework
Provides a tidy R interface for count time series analysis. It includes implementation of the INGARCH (Integer Generalized Autoregressive Conditional Heteroskedasticity) model from the 'tscount' package and the GLARMA (Generalized Linear Autoregressive Moving Averages) model from the 'glarma' package. Additionally, it offers automated parameter selection algorithms based on the minimization of a penalized likelihood.
- Version0.1.0
- R versionunknown
- LicenseMIT
- Needs compilation?No
- Last release04/05/2024
Documentation
Team
Gustavo Almeida
Marcel Vieira
Conselho Nacional de Desenvolvimento Científico e Tecnológico - CNPq
Show author detailsRolesfndJFSalvando Todos - Plataforma de Análises Estatísticas
Show author detailsRolesfnd, Copyright holder
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- Depends4 packages
- Imports8 packages
- Suggests8 packages