Man pages for hlennon/copulaIVTS
Dependence modelling of a digitised Gaussian ARMA(p,q) copula model for Integer-Valued Time Series
| add_1 | add_1 to a binary number |
| arma_cov | Theoretical Autocovariances for ARMA(p,q) model, given by... |
| arma_loglikelihood | arma_loglikelihood |
| binary | binary |
| compute_std_errors | compute_std_errors |
| copulaIVTS-package | Gaussian copula model for Integer-valued Time series -... |
| Delta_l_x | Delta_l_x, computes the approximate change in observed... |
| direct_GCNB_AR1_likelihood | direct_GCNB_AR1_likelihood |
| direct_GCNB_ARMA_likelihood | direct_GCNB_ARMA_likelihood |
| ensure_causality_invertibility | ensure_causality_invertibility |
| generate_data | generate_data |
| GHK | GHK simulator |
| kalman_filter | Kalman Filter |
| LD | Levinson Durbin algorithm |
| log_lik_arma | Log-likelihood function of continuous Gaussian ARMA model |
| MCEM | Monte Carlo EM algorithm |
| MCEM_POLIO | Monte Carlo EM algorithm - Shorterned for the Paper example |
| output_plot | Creates MCEM iteration plots |
| print_iteration | print_iteration |
| Q_function | Q(theta, theta*) objective function in the EM algorithm |
