ambit - Simulation and Estimation of Ambit Processes
Simulation and estimation tools for various types of ambit processes, including trawl processes and weighted trawl processes.
Last updated 3 years ago
cpp
3.00 score 5 scripts 269 downloadstrawl - 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, <doi:10.1016/j.jmva.2018.08.012> and for simulating random vectors from the bivariate negative binomial and the bi- and trivariate logarithmic series distributions.
Last updated 4 years ago
2.81 score 32 scripts 194 downloads