Estimation and Simulation of Trawl Processes

Contains R functions for simulating and estimating integer-valued trawl processes as described in the article Veraart (2019),"Modeling, simulation and inference for multivariate time series of counts using trawl processes", Journal of Multivariate Analysis, 169, pages 110-129, and for simulating random vectors from the bivariate negative binomial and the bi- and trivariate logarithmic series distributions.


Reference manual

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0.2.2 by Almut E. D. Veraart, a year ago

Browse source code at

Authors: Almut E. D. Veraart

Documentation:   PDF Manual  

GPL-3 license

Imports DEoptim, ggplot2, ggpubr, graphics, MASS, rootSolve, Runuran, stats, squash, TSA

Suggests knitr, rmarkdown, testthat

See at CRAN