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:
spINAR_0.2.0.tar.gz
spINAR_0.2.0.zip(r-4.5)spINAR_0.2.0.zip(r-4.4)spINAR_0.2.0.zip(r-4.3)
spINAR_0.2.0.tgz(r-4.4-any)spINAR_0.2.0.tgz(r-4.3-any)
spINAR_0.2.0.tar.gz(r-4.5-noble)spINAR_0.2.0.tar.gz(r-4.4-noble)
spINAR_0.2.0.tgz(r-4.4-emscripten)spINAR_0.2.0.tgz(r-4.3-emscripten)
spINAR.pdf |spINAR.html✨
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
bootstrappingcount-dataparametric-estimationpenalizationsemiparametric-estimationsimulationtime-seriesvalidation
Last updated 7 months agofrom:7e67d5ab31. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 04 2024 |
R-4.5-win | OK | Nov 04 2024 |
R-4.5-linux | OK | Nov 04 2024 |
R-4.4-win | OK | Nov 04 2024 |
R-4.4-mac | OK | Nov 04 2024 |
R-4.3-win | OK | Nov 04 2024 |
R-4.3-mac | OK | Nov 04 2024 |
Exports:spinar_bootspinar_estspinar_est_paramspinar_penalspinar_penal_valspinar_sim
Dependencies:backportscheckmateclicrayongluehmslifecyclepkgconfigprettyunitsprogressR6rlangvctrs
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 |