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.

Package details

AuthorAlmut E. D. Veraart
MaintainerAlmut E. D. Veraart <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the trawl package in your browser

Any scripts or data that you put into this service are public.

trawl documentation built on Feb. 23, 2021, 1:06 a.m.