tscount: Analysis of Count Time Series
Version 1.3.0

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.

Browse man pages Browse package API and functions Browse package files

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
URL http://tscount.r-forge.r-project.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("tscount")

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

QIC Man page
QIC.tsglm Man page
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
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

inst
inst/doc
inst/doc/tsglm.R
inst/doc/tsglm.Rnw
inst/doc/tsglm.pdf
tests
tests/test_code.r
NAMESPACE
NEWS
data
data/influenza.RData
data/measles.RData
data/campy.RData
data/ehec.RData
data/ecoli.RData
R
R/ingarch.mean.r
R/mean.fit.r
R/summary.tsglm.r
R/tsglm.parameterlist.r
R/tsglm.r
R/print.interv_test.r
R/old_ingarch.fit.r
R/scoretest.r
R/print.summary.tsglm.r
R/old_ingarch.condmean.r
R/logLik.tsglm.r
R/scoring.r
R/tsglm.parameternames.r
R/old_tsglm.condmean.r
R/marcal.r
R/old_ingarch.loglik.r
R/print.interv_multiple.r
R/QIC.r
R/tsglm.parametercheck.r
R/vcov.tsglm.r
R/tsglm.sim.r
R/predict.tsglm.r
R/se.tsglm.r
R/countdistr.r
R/tsglm.condmean.r
R/tsglm.interv_decompose.r
R/print.interv_detect.r
R/pit.r
R/ingarch.var.r
R/momest_arma11.r
R/ingarch.acf.r
R/old_loglin.fit.r
R/plot.interv_multiple.r
R/tsglm.loglik.r
R/distr.fit.r
R/plot.interv_detect.r
R/linkfunctions.r
R/simcoefs.tsglm.r
R/print.tsglm.r
R/old_loglin.condmean.r
R/old_loglin.parametercheck.r
R/interv_test.tsglm.r
R/interv_detect.tsglm.r
R/interv_covariate.r
R/invertinfo.r
R/old_ingarch.parametercheck.r
R/old_tsglm.loglik.r
R/start.fit.r
R/old_loglin.loglik.r
R/plot.tsglm.r
R/residuals.tsglm.r
R/tsglm.check.r
R/interv_multiple.tsglm.r
vignettes
vignettes/seatbelts.RData
vignettes/bibliography.bib
vignettes/covariates.RData
vignettes/INLA.RData
vignettes/campy.RData
vignettes/tsglm.Rnw
vignettes/distrcoef_n200.RData
vignettes/distrcoef_size1.RData
MD5
DESCRIPTION
man
man/interv_test.tsglm.Rd
man/interv_multiple.tsglm.Rd
man/ecoli.Rd
man/measles.Rd
man/campy.Rd
man/interv_covariate.Rd
man/invertinfo.Rd
man/tscount-package.Rd
man/countdistr.Rd
man/tsglm.sim.Rd
man/QIC.Rd
man/scoring.Rd
man/interv_detect.tsglm.Rd
man/plot.tsglm.Rd
man/marcal.Rd
man/predict.tsglm.Rd
man/influenza.Rd
man/residuals.tsglm.Rd
man/ingarch.analytical.Rd
man/ehec.Rd
man/pit.Rd
man/plot.interv_multiple.Rd
man/tsglm.Rd
man/se.tsglm.Rd
man/plot.interv_detect.Rd
man/summary.tsglm.Rd
tscount documentation built on April 15, 2017, 3:09 a.m.