R package which provides likelihood-based methods for model fitting and assessment, prediction and intervention analysis of count time series following generalized linear models.
More information on the project and the information how to install our R package tscount you can find on the project summary page on the software development platform R-Forge. You will also find a current development version there, which can be installed by typing install.packages("tscount", repos="http://R-Forge.R-project.org") in R. We recommend to use the most recent stable release available from the Comprehensive R Archive Network (CRAN): http://cran.r-project.org/web/packages/tscount.
There is a vignette which summarizes the theoretical background of these methods with references to the literature for further details. It gives details on the implementation of the package and provides simulation results for models which have not been studied theoretically before. The usage of the package is demonstrated by two data examples.
We are happy about any kind of feedback on the package! Contributions to the package are very welcome.
Maintainer: Tobias Liboschik, Department of Statistics, Technische Universität Dortmund, Germany.