CRAN/E | fableCount

fableCount

INGARCH and GLARMA Models for Count Time Series in Fable Framework

Installation

About

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.

Key Metrics

Version 0.1.0
R ≥ 4.0.0
Published 2024-04-05 200 days ago
Needs compilation? no
License MIT
License File
CRAN checks fableCount results

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Maintainer

Maintainer

Gustavo Almeida

Authors

Gustavo Almeida

aut / cre

Marcel Vieira

aut

Conselho Nacional de Desenvolvimento Científico e Tecnológico - CNPq

fnd

JFSalvando Todos - Plataforma de Análises Estatísticas

fnd / cph

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 4.0.0
fabletools ≥ 0.3.0
tscount ≥ 1.4.3
glarma ≥ 1.6.0
fable ≥ 0.3.4

Imports

stats
dplyr ≥ 1.0.0
tsibble ≥ 0.9.0
tibble
tidyr
distributional
lubridate
stringr
tsibbledata

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