DESCRIPTION

Package: copulaIVTS
Type: Package
Title: Dependence modelling of a digitised Gaussian ARMA(p,q) copula model for Integer-Valued Time Series
Version: 1.2
Author: Hannah Lennon <drhannahlennon@gmail.com>
Maintainer: Hannah Lennon <drhannahlennon@gmail.com>
Description: A MCEM (Monte-Carlo Expectation Maximisation) algorithm to fit a digitised Gaussian ARMA(p,q) model to integer-valued time series. Any discrete marginal structure can be specified, with or without covariates or nonparametric marginals can be selected.
License: GPL (>=2)
Encoding: UTF-8
LazyData: true
Imports: dfoptim, polynom, VGAM, MASS, numDeriv, forecast, mnormt, mvtnorm
RoxygenNote: 7.1.1
Depends: 
    R (>= 2.10)