trawl: Estimation and Simulation of Trawl Processes

Contains R functions for simulating and estimating integer-valued trawl processes as described in the article "Modelling, simulation and inference for multivariate time series of counts using trawl processes" by A. E. D. Veraart (Journal of Multivariate Analysis, 2018, to appear, preprint available at: <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3100076> ) and for simulating random vectors from the bivariate negative binomial and the bi- and trivariate logarithmic series distributions.

Package details

AuthorAlmut E. D. Veraart
MaintainerAlmut E. D. Veraart <[email protected]>
LicenseGPL-3
Version0.2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("trawl")

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trawl documentation built on Aug. 16, 2018, 5:04 p.m.