spINAR: (Semi)Parametric Estimation and Bootstrapping of INAR Models
Semiparametric and parametric estimation of INAR models including a finite sample refinement (Faymonville et al. (2022) <doi:10.1007/s10260-022-00655-0>) for the semiparametric setting introduced in Drost et al. (2009) <doi:10.1111/j.1467-9868.2008.00687.x>, different procedures to bootstrap INAR data (Jentsch, C. and Weiß, C.H. (2017) <doi:10.3150/18-BEJ1057>) and flexible simulation of INAR data.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | checkmate (≥ 1.8.5), progress, stats |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2024-04-08 |
| Author: | Maxime Faymonville
 [aut, cre],
Javiera Riffo
[aut],
Jonas Rieger
[aut],
Carsten Jentsch
[aut],
Christian H. Weiß
[ctb] |
| Maintainer: | Maxime Faymonville <faymonville at statistik.tu-dortmund.de> |
| BugReports: | https://github.com/MFaymon/spINAR/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/MFaymon/spINAR |
| NeedsCompilation: | no |
| Citation: | spINAR citation info |
| Materials: | README |
| In views: | TimeSeries |
| CRAN checks: | spINAR results |
Documentation:
| Reference manual: | spINAR.pdf |
| Vignettes: |
Replication of results from the literature using the spINAR package |
Downloads:
| Package source: | spINAR_0.2.0.tar.gz |
| Windows binaries: | r-devel: spINAR_0.2.0.zip, r-release: spINAR_0.2.0.zip, r-oldrel: spINAR_0.2.0.zip |
| macOS binaries: | r-release (arm64): spINAR_0.2.0.tgz, r-oldrel (arm64): spINAR_0.2.0.tgz, r-release (x86_64): spINAR_0.2.0.tgz, r-oldrel (x86_64): spINAR_0.2.0.tgz |
| Old sources: | spINAR archive |
Linking:
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