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Quasi likelihood-based methods for estimating linear and log-linear Poisson Network Autoregression models with p lags and covariates. Tools for testing the linearity versus several non-linear alternatives. Tools for simulation of multivariate count distributions, from linear and non-linear PNAR models, by using a specific copula construction. References include: Armillotta, M. and K. Fokianos (2022a). Poisson network autoregression. <doi:10.48550/arXiv.2104.06296>. Armillotta, M. and K. Fokianos (2022b). Testing linearity for network autoregressive models. <doi:10.48550/arXiv.2202.03852>. Armillotta, M., Tsagris, M. and Fokianos, K. (2022c). The R-package PNAR for modelling count network time series. <doi:10.48550/arXiv.2211.02582>.
Version: | 1.6 |
Depends: | R (≥ 4.0) |
Imports: | doParallel, foreach, igraph, nloptr, parallel, Rfast, Rfast2, stats |
Published: | 2023-10-09 |
DOI: | 10.32614/CRAN.package.PNAR |
Author: | Michail Tsagris [aut, cre], Mirko Armillotta [aut, cph], Konstantinos Fokianos [aut] |
Maintainer: | Michail Tsagris <mtsagris at uoc.gr> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
CRAN checks: | PNAR results |
Reference manual: | PNAR.pdf |
Package source: | PNAR_1.6.tar.gz |
Windows binaries: | r-devel: PNAR_1.6.zip, r-release: PNAR_1.6.zip, r-oldrel: PNAR_1.6.zip |
macOS binaries: | r-release (arm64): PNAR_1.6.tgz, r-oldrel (arm64): PNAR_1.6.tgz, r-release (x86_64): PNAR_1.6.tgz, r-oldrel (x86_64): PNAR_1.6.tgz |
Old sources: | PNAR archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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