Other packages > Find by keyword >

gctsc  

Modeling Count Time Series Data via Gaussian Copula Models
View on CRAN: Click here


Download and install gctsc package within the R console
Install from CRAN:
install.packages("gctsc")

Install from Github:
library("remotes")
install_github("cran/gctsc")

Install by package version:
library("remotes")
install_version("gctsc", "0.1.3")



Attach the package and use:
library("gctsc")
Maintained by
Quynh Nguyen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-12-17
Latest Update: 2025-12-17
Description:
Gaussian copula models for count time series. Includes simulation utilities, likelihood approximation, maximum-likelihood estimation, residual diagnostics, and predictive inference. Implements the Time Series Minimax Exponential Tilting (TMET) method, an adaptation of Minimax Exponential Tilting (Botev, 2017) <doi:10.1111/rssb.12162> and the Vecchia-based tilting framework of Cao and Katzfuss (2025) <doi:10.1080/01621459.2025.2546586>. Also provides a linear-cost implementation of the Geweke–Hajivassiliou–Keane (GHK) simulator inspired by Masarotto and Varin (2012) <doi:10.1214/12-EJS721>, and the Continuous Extension (CE) approximation of Nguyen and De Oliveira (2025) <doi:10.1080/02664763.2025.2498502>. The package follows the S3 structure of 'gcmr', but all code in 'gctsc' was developed independently.
How to cite:
Quynh Nguyen (2025). gctsc: Modeling Count Time Series Data via Gaussian Copula Models. R package version 0.1.3, https://cran.r-project.org/web/packages/gctsc. Accessed 09 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited gctsc R package
View gctsc citation profile
Other R packages that gctsc depends, imports, suggests or enhances
Complete documentation for gctsc
Functions, R codes and Examples using the gctsc R package
Full gctsc package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

Rgb  
The R Genome Browser
Classes and methods to efficiently handle (slice, annotate, draw ...) genomic features (such as gene ...
Download / Learn more Package Citations See dependency  
ggblanket  
Simplify 'ggplot2' Visualisation
Simplify 'ggplot2' visualisation with 'ggblanket' wrapper functions. ...
Download / Learn more Package Citations See dependency  
pooling  
Fit Poolwise Regression Models
Functions for calculating power and fitting regression models in studies where a biomarker is measur ...
Download / Learn more Package Citations See dependency  
rzentra  
Client for the 'ZENTRA Cloud' API
Provides functionality to read settings, statuses and readings of weather stations from the 'ZENTRA ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,376

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA