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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
DOI: 10.32614/CRAN.package.spINAR
Author: Maxime Faymonville ORCID iD [aut, cre], Javiera Riffo ORCID iD [aut], Jonas Rieger ORCID iD [aut], Carsten Jentsch ORCID iD [aut], Christian H. Weiß ORCID iD [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:

Please use the canonical form https://CRAN.R-project.org/package=spINAR to link to this page.

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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