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.


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install.packages("trawl")

0.2.2 by Almut E. D. Veraart, 7 days ago


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


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