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 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_0.1.0.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
Old sources: spINAR archive

Linking:

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