Description: Fit, analyze and compare GP, ZIP and ZIGP regression

Packaged: Tue Jan 5 10:36:20 2010; erhardt

Packaged: Thu Feb 11 14:15:09 2010; erhardt

Title: Zero-Inflated Models for Count Time Series with Excess Zeros
Author: Ming Yang, Gideon K. D. Zamba, and Joseph E. Cavanaugh
Description: Fits observation-driven and parameter-driven models for zero-inflated time series

Description: Fits observation-driven and parameter-driven models for zero-inflated time series.

Title: Statistical Models for Count Time Series with Excess Zeros
Description: Fits observation-driven and parameter-driven models for

Title: Zero-Inflated Models (ZIM) for Count Time Series with Excess
person("Ming", "Yang", email = "mingyang@biostatstudio.com", role = c("aut", "cre")),
person("Gideon", "Zamba", role = "aut"),
person("Joseph", "Cavanaugh", role = "aut")
Description: Analyze count time series with excess zeros.
Two types of statistical models are supported: Markov regression by Yang et al.
(2013) <doi:10.1016/j.stamet.2013.02.001> and state-space models by Yang et al.
(2015) <doi:10.1177/1471082X14535530>. They are also known as observation-driven and
parameter-driven models respectively in the time series literature. The functions used for
Markov regression or observation-driven models can also be used to fit ordinary regression models
with independent data under the zero-inflated Poisson (ZIP) or zero-inflated negative binomial (ZINB)
assumption. Besides, the package contains some miscellaneous functions to compute density, distribution,
quantile, and generate random numbers from ZIP and ZINB distributions.

Title: Simulates ZINAR(1) Model and Estimates Its Parameters Under
Maintainer: João Vitor Ribeiro <joao.vitorribeiro@ufpe.br>
Description: Generates Realizations of First-Order Integer Valued Autoregressive Processes with Zero-Inflated Innovations (ZINAR(1)) and Estimates its Parameters as described in Garay et al. (2021) <doi:10.1007/978-3-030-82110-4_2>.
Imports: gamlss.dist, VGAM, MASS, statmod, gtools, graphics, stats,