Package: coconots 2.0.0

coconots: Convolution-Closed Models for Count Time Series

Useful tools for fitting, validating, and forecasting of practical convolution-closed time series models for low counts are provided. Marginal distributions of the data can be modelled via Poisson and Generalized Poisson innovations. Regression effects can be incorporated through time varying innovation rates. The models are described in Jung and Tremayne (2011) <doi:10.1111/j.1467-9892.2010.00697.x> and the model assessment tools are presented in Czado et al. (2009) <doi:10.1111/j.1541-0420.2009.01191.x> and, Tsay (1992) <doi:10.2307/2347612>.

Authors:Manuel Huth [aut, cre], Robert C. Jung [aut], Andy Tremayne [aut]

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coconots.pdf |coconots.html✨
coconots/json (API)

# Install 'coconots' in R:
install.packages('coconots', repos = c('https://manuhuth.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/manuhuth/coconots/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • cuts - Time Series of Monthly Counts of Claimants Collecting Wage Loss Benefit
  • downloads - Time Series of Daily Downloads of a TeX-Editor
  • goldparticle - Time Series of Gold Particle Counts in a Well-Defined Colloidal Solution

On CRAN:

Conda:

cpp

4.26 score 3 stars 4 scripts 378 downloads 10 exports 49 dependencies

Last updated 5 hours agofrom:67244d2aa3. Checks:12 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 27 2025
R-4.5-win-x86_64OKMar 27 2025
R-4.5-mac-x86_64OKMar 27 2025
R-4.5-mac-aarch64OKMar 27 2025
R-4.5-linux-x86_64OKMar 27 2025
R-4.4-win-x86_64OKMar 27 2025
R-4.4-mac-x86_64OKMar 27 2025
R-4.4-mac-aarch64OKMar 27 2025
R-4.4-linux-x86_64OKMar 27 2025
R-4.3-win-x86_64OKMar 27 2025
R-4.3-mac-x86_64OKMar 27 2025
R-4.3-mac-aarch64OKMar 27 2025

Exports:autoplotcocoBootcocoPitcocoRegcocoResidcocoScorecocoSimcocoSocinstallJuliaPackagessetJuliaSeed

Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableHMMpaisobandjsonliteJuliaConnectoRlabelinglatticelifecyclelmtestmagrittrMASSMatrixmatrixStatsmgcvmunsellnlmennetnumDerivpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo