R-universe - almutveraart (Almut Veraart)

ambit - Simulation and Estimation of Ambit Processes

Simulation and estimation tools for various types of ambit processes, including trawl processes and weighted trawl processes.

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cpp

3.00 score 7 scripts 384 downloads

trawl - 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

2.83 score 34 scripts 317 downloads