Package: spINAR 0.2.0

spINAR: (Semi)Parametric Estimation and Bootstrapping of INAR Models

Semiparametric and parametric estimation of INAR models including a finite sample refinement (Faymonville et al. (2022) <doi:10.1007/s10260-022-00655-0>) for the semiparametric setting introduced in Drost et al. (2009) <doi:10.1111/j.1467-9868.2008.00687.x>, different procedures to bootstrap INAR data (Jentsch, C. and Weiß, C.H. (2017) <doi:10.3150/18-BEJ1057>) and flexible simulation of INAR data.

Authors:Maxime Faymonville [aut, cre], Javiera Riffo [aut], Jonas Rieger [aut], Carsten Jentsch [aut], Christian H. Weiß [ctb]

spINAR_0.2.0.tar.gz
spINAR_0.2.0.zip(r-4.7-any)spINAR_0.2.0.zip(r-4.6-any)spINAR_0.2.0.zip(r-4.5-any)
spINAR_0.2.0.tgz(r-4.6-any)spINAR_0.2.0.tgz(r-4.5-any)
spINAR_0.2.0.tar.gz(r-4.7-any)spINAR_0.2.0.tar.gz(r-4.6-any)
spINAR_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
spINAR/json (API)

# Install 'spINAR' in R:

install.packages('spINAR', repos = c('https://mfaymon.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mfaymon/spinar/issues

On CRAN:

bootstrapping count-data parametric-estimation penalization semiparametric-estimation simulation time-series validation

4.60 score 4 stars 9 scripts 300 downloads 6 exports 13 dependencies

Last updated from:7e67d5ab31. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	167
source / vignettes	OK	307
linux-release	OK	170
macos-release	OK	218
macos-oldrel	OK	231
windows-devel	OK	121
windows-release	OK	126
windows-oldrel	OK	123
wasm-release	OK	118

Exports:spinar_boot spinar_est spinar_est_param spinar_penal spinar_penal_val spinar_sim

Dependencies:backports checkmate cli crayon glue hms lifecycle pkgconfig prettyunits progress R6 rlang vctrs

Replication of results from the literature using the spINAR package

Application | References

Rendered fromReplicate_literature_results_using_spINAR.Rmdusingknitr::rmarkdown

Last update: 2024-03-19
Started: 2024-03-19

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
(Semi)parametric estimation and bootstrapping of INAR models	spINAR-package spINAR
(Semi)parametric INAR bootstrap procedure	spinar_boot
Semiparametric estimation of INAR models	spinar_est
Parametric estimation of INAR models	spinar_est_param
Penalized semiparametric estimation of INAR models	spinar_penal
Validated penalized semiparametric estimation of INAR models	spinar_penal_val
Simulation of (semi)parametric integer autoregressive (INAR) models	spinar_sim