Package index • coconots

Simulate

Simulate convolution-closed count time series.

cocoSim(): Simulation of Count Time Series

Fit

Fit (Generalized) Poisson integer autoregressive models.

cocoReg(): Fitting First- and Second Order (G)PAR Models

Forecast

Probabilistic k-step-ahead forecasts.

predict(<coco>): K-Step Ahead Forecast Distributions

Model assessment

Diagnostics, goodness-of-fit, scoring rules and model comparison.

cocoBoot(): Bootstrap Based Model Assessment Procedure
cocoPit(): Probability Integral Transform Based Model Assessment Procedure
cocoResid(): Residual Based Model Assessment Procedure
cocoScore(): Scoring Rule Based Model Assessment Procedure
cocoSoc(): Computes Scores for Various Models Maintaining a Common Sample

Julia backend

Optional Julia backend (automatic differentiation; faster on complex models).

installJuliaPackages(): installJuliaPackages
setJuliaSeed(): Set Seed for julia's Random Number Generator

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