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 <a.veraart@imperial.ac.uk>
LicenseGPL-3
Version0.2.2
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 Feb. 23, 2021, 1:06 a.m.