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: < https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3100076> ) 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")

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


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


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