INGARCH and GLARMA Models for Count Time Series in Fable Framework

Provides a tidy R interface for count time series analysis. It includes implementation of the INGARCH (Integer Generalized Autoregressive Conditional Heteroskedasticity) model from the 'tscount' package and the GLARMA (Generalized Linear Autoregressive Moving Averages) model from the 'glarma' package. Additionally, it offers automated parameter selection algorithms based on the minimization of a penalized likelihood.


Reference manual

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install.packages("fableCount")

0.1.0 by Gustavo Almeida, 3 years ago


Browse source code at https://github.com/cran/fableCount


Authors: Gustavo Almeida [aut, cre] , Marcel Vieira [aut] , Conselho Nacional de Desenvolvimento Científico e Tecnológico - CNPq [fnd] , JFSalvando Todos - Plataforma de Análises Estatísticas [fnd, cph]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports stats, dplyr, tsibble, tibble, tidyr, distributional, lubridate, stringr, tsibbledata

Depends on fabletools, tscount, glarma, fable

Suggests Rcpp, utils, rlang, covr, feasts, forecast, knitr, rmarkdown, testthat


See at CRAN