Estimation and Simulation of Trawl Processes

Contains R functions for simulating and estimating integer-valued trawl processes as described in the article "Modelling, simulation and inference for multivariate time series of counts using trawl processes" by A. E. D. Veraart (Journal of Multivariate Analysis, 2018, to appear, preprint available at: <> ) and for simulating random vectors from the bivariate negative binomial and the bi- and trivariate logarithmic series distributions.


Reference manual

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0.2.1 by Almut E. D. Veraart, 2 years ago

Browse source code at

Authors: Almut E. D. Veraart

Documentation:   PDF Manual  

GPL-3 license

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

Suggests knitr, rmarkdown, testthat

See at CRAN