Gaussian and Student-t Copula Models for Count Time Series


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Documentation for package ‘gctsc’ version 0.2.3

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arma.cormat ARMA Correlation Structure for Copula Count Time Series Models
bbinom.marg Marginal Models for Copula Time Series
binom.marg Marginal Models for Copula Time Series
campyl Weekly Campylobacter case counts across Germany
coef.gctsc Extract Coefficients from a gctsc Model
gctsc Fit a Copula-Based Count Time Series Model
gctsc.opts Set Options for Gaussian and Student t Copula Time Series Model
KCWC Daily aggregated weather measurements for KCWC station
marginal.gctsc Marginal Models for Copula Time Series
negbin.marg Marginal Models for Copula Time Series
plot.gctsc Diagnostic Plots for Fitted Copula Count Time Series Models
pmvn_ce Approximate Log-Likelihood via Continuous Extension (CE)
pmvn_ghk Approximate Log-Likelihood via GHK Simulation
pmvn_tmet Approximate Log-Likelihood via TMET
pmvt_ce Approximate Log-Likelihood via Continuous Extension (CE)
pmvt_ghk Approximate Log-Likelihood via GHK Simulation
pmvt_tmet Approximate Log-Likelihood via TMET
poisson.marg Marginal Models for Copula Time Series
predict.gctsc One-Step-Ahead Predictive Distribution for Copula Count Time Series Models
print.gctsc Print a gctsc Model Object
print.summary.gctsc Print Summary of a gctsc Model
residuals.gctsc Randomized Quantile Residuals for Copula Count Time Series Models
rota Weekly Rotavirus case counts across Germany
sim_bbinom Simulate from Gaussian and t Copula Time Series Models
sim_binom Simulate from Gaussian and t Copula Time Series Models
sim_gctsc Simulate from Gaussian and t Copula Time Series Models
sim_negbin Simulate from Gaussian and t Copula Time Series Models
sim_poisson Simulate from Gaussian and t Copula Time Series Models
sim_zib Simulate from Gaussian and t Copula Time Series Models
sim_zibb Simulate from Gaussian and t Copula Time Series Models
sim_zip Simulate from Gaussian and t Copula Time Series Models
summary.gctsc Summarize a gctsc Model Fit
zib.marg Marginal Models for Copula Time Series
zibb.marg Marginal Models for Copula Time Series
zip.marg Marginal Models for Copula Time Series