README.md

LatentGaussCounts

Modeling Integer-valued Time Series via Latent Gaussian Process

Installation

As the package is not yet on CRAN, it needs to be installed from GitHub:

library(devtools)  # if you don't have devtools: install.packages("devtools")
install_github("jlivsey/LatentGaussCounts")

Utility of LatentGaussCounts

Example

LGC(x, count.family = "Poisson",
       gauss.series = "AR", p=1,
       estim.method = "gaussianLik")

Authors

James Livsey (United States Census Bureau) and Vladas Pipiras(University of North Carolina, Chapel Hill)

License

TBD



jlivsey/LatentGaussCounts documentation built on May 1, 2020, 6:16 a.m.