tscount: Analysis of Count Time Series

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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.

Author
Tobias Liboschik [aut, cre], Roland Fried [aut], Konstantinos Fokianos [aut], Philipp Probst [aut], Jonathan Rathjens [ctb]
Date of publication
2016-05-13 19:30:24
Maintainer
Tobias Liboschik <liboschik@statistik.tu-dortmund.de>
License
GPL-2 | GPL-3
Version
1.3.0
URLs

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

Files in this package

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