PNAR: Poisson Network Autoregressive Models
Quasi likelihood-based methods for estimating linear and log-linear Poisson Network Autoregression models with p lags and covariates. Tools for testing the linearity versus several non-linear alternatives. Tools for simulation of multivariate count distributions, from linear and non-linear PNAR models, by using a specific copula construction. References include: Armillotta, M. and K. Fokianos (2022a). Poisson network autoregression. <doi:10.48550/arXiv.2104.06296>. Armillotta, M. and K. Fokianos (2022b). Testing linearity for network autoregressive models. <doi:10.48550/arXiv.2202.03852>. Armillotta, M., Tsagris, M. and Fokianos, K. (2022c). The R-package PNAR for modelling count network time series. <doi:10.48550/arXiv.2211.02582>.
Version: |
1.6 |
Depends: |
R (≥ 4.0) |
Imports: |
doParallel, foreach, igraph, nloptr, parallel, Rfast, Rfast2, stats |
Published: |
2023-10-09 |
DOI: |
10.32614/CRAN.package.PNAR |
Author: |
Michail Tsagris [aut, cre],
Mirko Armillotta [aut, cph],
Konstantinos Fokianos [aut] |
Maintainer: |
Michail Tsagris <mtsagris at uoc.gr> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
CRAN checks: |
PNAR results [issues need fixing before 2024-09-30] |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=PNAR
to link to this page.