dpinar-package: DP-INAR model package

In bayesianfactory/dpinar: DP-INAR model package

Description

A package for Bayesian nonparametric analysis for time series of counts, providing functions for training and prediction.

Usage

The functions in the dpinar package are: 

dpinar, for training the model, predict.dpinar, for obtaining the predictions for future observations as well as predictive distributions, 
and the cross_validate, for obtaining time series cross-validation of h-step ahead predictions. 

Details

• Type: Package

• Package: dpinar

• Version: 1.0

• Licence: GPL (>=2)

Author(s)

Helton Graziadei, Hedibert F. Lopes and Paulo C. Marques F.

Maintainer: Helton Graziadei <[e-mail]>

References

Graziadei, H., Lopes, H. F., Marques F., P. C. (2019) Learning a latent pattern of heterogeneity of a time series of counts. <arXiv:1907.03155>.

bayesianfactory/dpinar documentation built on July 18, 2019, 1:27 a.m.