tscount: Analysis of Count Time Series

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.

AuthorTobias Liboschik [aut, cre], Roland Fried [aut], Konstantinos Fokianos [aut], Philipp Probst [aut], Jonathan Rathjens [ctb]
Date of publication2016-12-23 15:05:55
MaintainerTobias Liboschik <liboschik@statistik.tu-dortmund.de>
LicenseGPL-2 | GPL-3
Version1.3.5
http://tscount.r-forge.r-project.org

View on R-Forge

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/DESCRIPTION
tscount/NAMESPACE
tscount/NEWS
tscount/R
tscount/R/QIC.R tscount/R/countdistr.R tscount/R/distr.fit.R tscount/R/ingarch.acf.R tscount/R/ingarch.mean.R tscount/R/ingarch.var.R tscount/R/interv_covariate.R tscount/R/interv_detect.tsglm.R tscount/R/interv_multiple.tsglm.R tscount/R/interv_test.tsglm.R tscount/R/invertinfo.R tscount/R/linkfunctions.R tscount/R/logLik.tsglm.R tscount/R/marcal.R tscount/R/mean.fit.R tscount/R/momest_arma11.R tscount/R/pit.R tscount/R/plot.interv_detect.R tscount/R/plot.interv_multiple.R tscount/R/plot.tsglm.R tscount/R/predict.tsglm.R tscount/R/print.interv_detect.R tscount/R/print.interv_multiple.R tscount/R/print.interv_test.R tscount/R/print.summary.tsglm.R tscount/R/print.tsglm.R tscount/R/residuals.tsglm.R tscount/R/scoretest.R tscount/R/scoring.R tscount/R/se.tsglm.R tscount/R/simcoefs.tsglm.R tscount/R/start.fit.R tscount/R/summary.tsglm.R tscount/R/tsglm.R tscount/R/tsglm.check.R tscount/R/tsglm.condmean.R tscount/R/tsglm.interv_decompose.R tscount/R/tsglm.loglik.R tscount/R/tsglm.parametercheck.R tscount/R/tsglm.parameterlist.R tscount/R/tsglm.parameternames.R tscount/R/tsglm.sim.R tscount/R/vcov.tsglm.R
tscount/build
tscount/build/vignette.rds
tscount/data
tscount/data/campy.RData
tscount/data/ecoli.RData
tscount/data/ehec.RData
tscount/data/influenza.RData
tscount/data/measles.RData
tscount/inst
tscount/inst/CITATION
tscount/inst/doc
tscount/inst/doc/tsglm.R
tscount/inst/doc/tsglm.Rnw
tscount/inst/doc/tsglm.pdf
tscount/man
tscount/man/QIC.Rd tscount/man/campy.Rd tscount/man/countdistr.Rd tscount/man/ecoli.Rd tscount/man/ehec.Rd tscount/man/influenza.Rd tscount/man/ingarch.analytical.Rd tscount/man/interv_covariate.Rd tscount/man/interv_detect.tsglm.Rd tscount/man/interv_multiple.tsglm.Rd tscount/man/interv_test.tsglm.Rd tscount/man/invertinfo.Rd tscount/man/marcal.Rd tscount/man/measles.Rd tscount/man/pit.Rd tscount/man/plot.interv_detect.Rd tscount/man/plot.interv_multiple.Rd tscount/man/plot.tsglm.Rd tscount/man/predict.tsglm.Rd tscount/man/residuals.tsglm.Rd tscount/man/scoring.Rd tscount/man/se.tsglm.Rd tscount/man/summary.tsglm.Rd tscount/man/tscount-package.Rd tscount/man/tsglm.Rd tscount/man/tsglm.sim.Rd
tscount/tests
tscount/tests/test_code.R
tscount/vignettes
tscount/vignettes/INLA.RData
tscount/vignettes/bibliography.bib
tscount/vignettes/campy.RData
tscount/vignettes/covariates.RData
tscount/vignettes/distrcoef_n200.RData
tscount/vignettes/distrcoef_size1.RData
tscount/vignettes/qic.RData
tscount/vignettes/seatbelts.RData
tscount/vignettes/tscount-computations.R
tscount/vignettes/tsglm.Rnw

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All documentation is copyright its authors; we didn't write any of that.