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-4.5)spINAR_0.2.0.zip(r-4.4)spINAR_0.2.0.zip(r-4.3)
spINAR_0.2.0.tgz(r-4.5-any)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

On CRAN:

Conda:

bootstrappingcount-dataparametric-estimationpenalizationsemiparametric-estimationsimulationtime-seriesvalidation

5.20 score 4 stars 7 scripts 199 downloads 6 exports 13 dependencies

Last updated 11 months agofrom:7e67d5ab31. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 04 2025
R-4.5-winOKMar 04 2025
R-4.5-macOKMar 04 2025
R-4.5-linuxOKMar 04 2025
R-4.4-winOKMar 04 2025
R-4.4-macOKMar 04 2025
R-4.4-linuxOKMar 04 2025
R-4.3-winOKMar 04 2025
R-4.3-macOKMar 04 2025

Exports:spinar_bootspinar_estspinar_est_paramspinar_penalspinar_penal_valspinar_sim

Dependencies:backportscheckmateclicrayongluehmslifecyclepkgconfigprettyunitsprogressR6rlangvctrs

Replication of results from the literature using the spINAR package

Rendered fromReplicate_literature_results_using_spINAR.Rmdusingknitr::rmarkdownon Mar 04 2025.

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