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gctsc
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]
[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 05 Jun. 2026.
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