Description Details Note References

Fits observation-driven and parameter-driven models for count time series with excess zeros.

The package `ZIM`

contains functions to fit statistical models for count time series
with excess zeros (Yang et al., 2013, 2015). The main function for fitting observation-driven models
is `zim`

, and the main function for fitting parameter-driven models is `dzim`

.

The observation-driven models for zero-inflated count time series can also be fit using the function
`zeroinfl`

from the `pscl`

package (Zeileis et al., 2008).
Fitting parameter-driven models is based on sequential Monte Carlo (SMC) methods, which are
computer intensive and could take several hours to estimate the model parameters.

Yang, M., Cavanaugh, J. E., and Zamba, G. K. D. (2015). State-space models for count time series
with excess zeros. *Statistical Modelling*, **15**:70-90

Yang, M., Zamba, G. K. D., and Cavanaugh, J. E. (2013). Markov regression models for count time series
with excess zeros: A partial likelihood approach. *Statistical Methodology*, **14**:26-38.

Zeileis, A., Kleiber, C., and Jackman, S. (2008). Regression models for count data in `R`

.
*Journal of Statistical Software*, **27**(8).

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