hlennon/copulaIVTS: Dependence modelling of a digitised Gaussian ARMA(p,q) copula model for Integer-Valued Time Series
A MCEM (Monte-Carlo Expectation Maximisation) algorithm to fit a digitised Gaussian ARMA(p,q) model to integer-valued time series. Any discrete marginal structure can be specified, with or without covariates or nonparametric marginals can be selected.
Getting started
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Package details |
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| Author | Hannah Lennon <drhannahlennon@gmail.com> |
| Maintainer | Hannah Lennon <drhannahlennon@gmail.com> |
| License | GPL (>=2) |
| Version | 1.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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