tscount: Analysis of Count Time Series

Likelihood-based methods for model fitting and assessment, prediction and intervention analysis of count time series following generalized linear models are provided. Models with the identity and with the logarithmic link function are allowed. The conditional distribution can be Poisson or Negative Binomial.

AuthorTobias Liboschik [aut, cre], Roland Fried [aut], Konstantinos Fokianos [aut], Philipp Probst [aut], Jonathan Rathjens [ctb]
Date of publication2016-05-13 19:30:24
MaintainerTobias Liboschik <liboschik@statistik.tu-dortmund.de>
LicenseGPL-2 | GPL-3
Version1.3.0
http://tscount.r-forge.r-project.org

View on CRAN

Man pages

campy: Campylobacter Infections Time Series

countdistr: Count Data Distributions

ecoli: E. coli Infections Time Series

ehec: EHEC Infections Time Series

influenza: Influenza Infections Time Series

ingarch.analytical: Analytical Mean, Variance and Autocorrelation of an INGARCH...

interv_covariate: Describing Intervention Effects for Time Series with...

interv_detect.tsglm: Detecting an Intervention in Count Time Series Following...

interv_multiple.tsglm: Detecting Multiple Interventions in Count Time Series...

interv_test.tsglm: Testing for Interventions in Count Time Series Following...

invertinfo: Compute a Covariance Matrix from a Fisher Information Matrix

marcal: Predictive Model Assessment with a Marginal Calibration Plot

measles: Measles Infections Time Series

pit: Predictive Model Assessment with a Probability Integral...

plot.interv_detect: Plot Test Statistic of Intervention Detection Procedure for...

plot.interv_multiple: Plot for Iterative Intervention Detection Procedure for Count...

plot.tsglm: Diagnostic Plots for a Fitted GLM-type Model for Time Series...

predict.tsglm: Predicts Method for Time Series of Counts Following...

QIC: Quasi Information Criterion of a Generalised Linear Model for...

residuals.tsglm: Residuals of a Generalised Linear Model for Time Series of...

scoring: Predictive Model Assessment with Proper Scoring Rules

se.tsglm: Standard Errors of a Fitted Generalised Linear Model for Time...

summary.tsglm: Summarising Fits of Count Time Series following Generalised...

tscount-package: Analysis of Count Time Series

tsglm: Count Time Series Following Generalised Linear Models

tsglm.sim: Simulate a Time Series Following a Generalised Linear Model

Functions

ardistr Man page
campy Man page
checkdistr Man page
countdistr Man page
ddistr Man page
ecoli Man page
ehec Man page
influenza Man page
ingarch.acf Man page
ingarch.analytical Man page
ingarch.mean Man page
ingarch.var Man page
interv_covariate Man page
interv_detect Man page
interv_detect.tsglm Man page
interv_multiple Man page
interv_multiple.tsglm Man page
interv_test Man page
interv_test.tsglm Man page
invertinfo Man page
logLik.tsglm Man page
marcal Man page
marcal.default Man page
marcal.tsglm Man page
mean.fit Man page
measles Man page
pdistr Man page
pit Man page
pit.default Man page
pit.tsglm Man page
plot.interv_detect Man page
plot.interv_multiple Man page
plot.tsglm Man page
predict.tsglm Man page
print.summary.tsglm Man page
print.tsglm Man page
qdistr Man page
QIC Man page
QIC.tsglm Man page
rdistr Man page
residuals.tsglm Man page
scoring Man page
scoring.default Man page
scoring.tsglm Man page
sddistr Man page
se Man page
se.tsglm Man page
summary.tsglm Man page
tscount Man page
tscount-package Man page
tsglm Man page
tsglm.sim Man page
vcov.tsglm Man page

Files

tscount
tscount/inst
tscount/inst/doc
tscount/inst/doc/tsglm.R
tscount/inst/doc/tsglm.Rnw
tscount/inst/doc/tsglm.pdf
tscount/tests
tscount/tests/test_code.r
tscount/NAMESPACE
tscount/NEWS
tscount/data
tscount/data/influenza.RData
tscount/data/measles.RData
tscount/data/campy.RData
tscount/data/ehec.RData
tscount/data/ecoli.RData
tscount/R
tscount/R/ingarch.mean.r
tscount/R/mean.fit.r
tscount/R/summary.tsglm.r
tscount/R/tsglm.parameterlist.r
tscount/R/tsglm.r
tscount/R/print.interv_test.r
tscount/R/old_ingarch.fit.r
tscount/R/scoretest.r
tscount/R/print.summary.tsglm.r
tscount/R/old_ingarch.condmean.r
tscount/R/logLik.tsglm.r
tscount/R/scoring.r
tscount/R/tsglm.parameternames.r
tscount/R/old_tsglm.condmean.r
tscount/R/marcal.r
tscount/R/old_ingarch.loglik.r
tscount/R/print.interv_multiple.r
tscount/R/QIC.r
tscount/R/tsglm.parametercheck.r
tscount/R/vcov.tsglm.r
tscount/R/tsglm.sim.r
tscount/R/predict.tsglm.r
tscount/R/se.tsglm.r
tscount/R/countdistr.r
tscount/R/tsglm.condmean.r
tscount/R/tsglm.interv_decompose.r
tscount/R/print.interv_detect.r
tscount/R/pit.r
tscount/R/ingarch.var.r
tscount/R/momest_arma11.r
tscount/R/ingarch.acf.r
tscount/R/old_loglin.fit.r
tscount/R/plot.interv_multiple.r
tscount/R/tsglm.loglik.r
tscount/R/distr.fit.r
tscount/R/plot.interv_detect.r
tscount/R/linkfunctions.r
tscount/R/simcoefs.tsglm.r
tscount/R/print.tsglm.r
tscount/R/old_loglin.condmean.r
tscount/R/old_loglin.parametercheck.r
tscount/R/interv_test.tsglm.r
tscount/R/interv_detect.tsglm.r
tscount/R/interv_covariate.r
tscount/R/invertinfo.r
tscount/R/old_ingarch.parametercheck.r
tscount/R/old_tsglm.loglik.r
tscount/R/start.fit.r
tscount/R/old_loglin.loglik.r
tscount/R/plot.tsglm.r
tscount/R/residuals.tsglm.r
tscount/R/tsglm.check.r
tscount/R/interv_multiple.tsglm.r
tscount/vignettes
tscount/vignettes/seatbelts.RData
tscount/vignettes/bibliography.bib
tscount/vignettes/covariates.RData
tscount/vignettes/INLA.RData
tscount/vignettes/campy.RData
tscount/vignettes/tsglm.Rnw
tscount/vignettes/distrcoef_n200.RData
tscount/vignettes/distrcoef_size1.RData
tscount/MD5
tscount/DESCRIPTION
tscount/man
tscount/man/interv_test.tsglm.Rd tscount/man/interv_multiple.tsglm.Rd tscount/man/ecoli.Rd tscount/man/measles.Rd tscount/man/campy.Rd tscount/man/interv_covariate.Rd tscount/man/invertinfo.Rd tscount/man/tscount-package.Rd tscount/man/countdistr.Rd tscount/man/tsglm.sim.Rd tscount/man/QIC.Rd tscount/man/scoring.Rd tscount/man/interv_detect.tsglm.Rd tscount/man/plot.tsglm.Rd tscount/man/marcal.Rd tscount/man/predict.tsglm.Rd tscount/man/influenza.Rd tscount/man/residuals.tsglm.Rd tscount/man/ingarch.analytical.Rd tscount/man/ehec.Rd tscount/man/pit.Rd tscount/man/plot.interv_multiple.Rd tscount/man/tsglm.Rd tscount/man/se.tsglm.Rd tscount/man/plot.interv_detect.Rd tscount/man/summary.tsglm.Rd

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