Modeling Count Time Series Data via Gaussian Copula Models


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Documentation for package ‘gctsc’ version 0.1.3

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arma.cormat ARMA Correlation Structure for Copula Time Series
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 Gaussian Copula Time Series Model for Count Data
gctsc.opts Set Options for Gaussian 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 Gaussian Copula Time Series Models
pmvn_ce Approximate Log-Likelihood via Continuous Extension (CE)
pmvn_ghk GHK Log-Likelihood Approximation
pmvn_tmet TMET Log-Likelihood Approximation
poisson.marg Marginal Models for Copula Time Series
predict Predictive Distribution and Scoring for Gaussian Copula Time Series Models
predict.gctsc Predictive Distribution and Scoring for Gaussian Copula Time Series Models
print.gctsc Print a gctsc Model Object
print.summary.gctsc Print Summary of a gctsc Model
residuals.gctsc Compute Randomized Quantile Residuals for Gaussian Copula Time Series
sim_bbinom Simulate from Gaussian Copula Time Series Models
sim_binom Simulate from Gaussian Copula Time Series Models
sim_gctsc Simulate from Gaussian Copula Time Series Models
sim_negbin Simulate from Gaussian Copula Time Series Models
sim_poisson Simulate from Gaussian Copula Time Series Models
sim_zib Simulate from Gaussian Copula Time Series Models
sim_zibb Simulate from Gaussian Copula Time Series Models
sim_zip Simulate from Gaussian 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