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.
- Version0.2.2
- R version≥ 4.0.0
- LicenseGPL-3
- Needs compilation?No
- trawl citation info
- Last release02/22/2021
Documentation
Team
Almut E. D. Veraart
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Dependencies
- Imports8 packages
- Suggests3 packages