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
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spINAR.pdf |spINAR.html✨
spINAR/json (API)

Peer review:

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

On CRAN:

bootstrappingcount-dataparametric-estimationpenalizationsemiparametric-estimationsimulationtime-seriesvalidation

6 exports 4 stars 1.53 score 13 dependencies 7 scripts 203 downloads

Last updated 4 months agofrom:7e67d5ab31. Checks:OK: 7. Indexed: yes.

Exports:spinar_bootspinar_estspinar_est_paramspinar_penalspinar_penal_valspinar_sim

Dependencies:backportscheckmateclicrayongluehmslifecyclepkgconfigprettyunitsprogressR6rlangvctrs