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.

Getting started

Package details

AuthorGustavo Almeida [aut, cre] (<https://orcid.org/0009-0005-7266-5866>), Marcel Vieira [aut] (<https://orcid.org/0000-0002-0456-380X>), Conselho Nacional de Desenvolvimento Científico e Tecnológico - CNPq [fnd], JFSalvando Todos - Plataforma de Análises Estatísticas [fnd, cph]
MaintainerGustavo Almeida <gustavoalmeidasilva@ice.ufjf.br>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fableCount")

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fableCount documentation built on May 29, 2024, 7:08 a.m.