Package: trawl 0.2.2

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.

Authors:Almut E. D. Veraart

trawl_0.2.2.tar.gz
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trawl.pdf |trawl.html✨
trawl/json (API)
NEWS

# Install 'trawl' in R:
install.packages('trawl', repos = c('https://almutveraart.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.81 score 32 scripts 149 downloads 32 exports 83 dependencies

Last updated 4 years agofrom:4013b1fa14. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 16 2024
R-4.5-winOKNov 16 2024
R-4.5-linuxOKNov 16 2024
R-4.4-winOKNov 16 2024
R-4.4-macOKNov 16 2024
R-4.3-winOKNov 16 2024
R-4.3-macOKNov 16 2024

Exports:acf_DExpacf_Expacf_LMacf_supIGBivariate_LSDsimBivariate_NBsimBivLSD_CorBivLSD_CovBivModLSD_CorBivModLSD_Covfit_DExptrawlfit_Exptrawlfit_LMtrawlfit_marginalNBfit_marginalPoissonfit_supIGtrawlfit_trawl_intersectionfit_trawl_intersection_Expfit_trawl_intersection_LMLSD_MeanLSD_VarModLSD_MeanModLSD_Varplot_2and1histplot_2and1hist_ggsim_BivariateTrawlsim_UnivariateTrawltrawl_DExptrawl_Exptrawl_LMtrawl_supIGTrivariate_LSDsim

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecorrplotcowplotcpp11curlDEoptimDerivdoBydplyrfansifarverFormulagenericsggplot2ggpubrggrepelggsciggsignifgluegridExtragtableisobandjsonlitelabelinglatticeleapslifecyclelme4locfitmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpolynompurrrquadprogquantmodquantregR6RColorBrewerRcppRcppEigenrlangrootSolverstatixRunuranscalesSparseMsquashstringistringrsurvivaltibbletidyrtidyselectTSAtseriesTTRutf8vctrsviridisLitewithrxtszoo

Simulation and estimation of an integer-valued trawl process

Almut E. D. Veraart

Rendered frommy-vignette2.Rmdusingknitr::rmarkdownon Nov 16 2024.

Last update: 2021-02-22
Started: 2018-08-16

Simulation from the bivariate negative binomial and bi- and trivariate logarithmic series distribution

Almut E. D. Veraart

Rendered frommy-vignette.Rmdusingknitr::rmarkdownon Nov 16 2024.

Last update: 2018-08-16
Started: 2018-08-16

Readme and manuals

Help Manual

Help pageTopics
Autocorrelation function of the double exponential trawl functionacf_DExp
Autocorrelation function of the exponential trawl functionacf_Exp
Autocorrelation function of the long memory trawl functionacf_LM
Autocorrelation function of the supIG trawl functionacf_supIG
Simulates from the bivariate logarithmic series distributionBivariate_LSDsim
Simulates from the bivariate negative binomial distributionBivariate_NBsim
Computes the correlation of the components of a bivariate vector following the bivariate logarithmic series distributionBivLSD_Cor
Computes the covariance of the components of a bivariate vector following the bivariate logarithmic series distributionBivLSD_Cov
Computes the correlation of the components of a bivariate vector following the bivariate modified logarithmic series distributionBivModLSD_Cor
Computes the covariance of the components of a bivariate vector following the bivariate modified logarithmic series distributionBivModLSD_Cov
Fits the trawl function consisting of the weighted sum of two exponential functionsfit_DExptrawl
Fits an exponential trawl function to equidistant time series datafit_Exptrawl
Fits a long memory trawl function to equidistant univariate time series datafit_LMtrawl
Fist a negative binomial distribution as marginal lawfit_marginalNB
Fits a Poisson distribution as marginal lawfit_marginalPoisson
Fits a supIG trawl function to equidistant univariate time series datafit_supIGtrawl
Finds the intersection of two trawl setsfit_trawl_intersection
Finds the intersection of two exponential trawl setsfit_trawl_intersection_Exp
Finds the intersection of two long memory (LM) trawl setsfit_trawl_intersection_LM
Computes the mean of the logarithmic series distributionLSD_Mean
Computes the variance of the logarithmic series distributionLSD_Var
Computes the mean of the modified logarithmic series distributionModLSD_Mean
Computes the variance of the modified logarithmic series distributionModLSD_Var
Plots the bivariate histogram of two time series together with the univariate histogramsplot_2and1hist
Plots the bivariate histogram of two time series together with the univariate histograms using ggplot2plot_2and1hist_gg
Simulates a bivariate trawl processsim_BivariateTrawl
Simulates a univariate trawl processsim_UnivariateTrawl
Evaluates the double exponential trawl functiontrawl_DExp
Evaluates the exponential trawl functiontrawl_Exp
Evaluates the long memory trawl functiontrawl_LM
Evaluates the supIG trawl functiontrawl_supIG
Simulates from the trivariate logarithmic series distributionTrivariate_LSDsim