Package: PNAR
Type: Package
Title: Poisson Network Autoregressive Models
Version: 1.3
Date: 2022-11-02
Authors@R: c(
           person( "Michail", "Tsagris", role = c("aut", "cre"), email = "mtsagris@uoc.gr" ),
           person( "Mirko", "Armillotta", role = c("aut", "cph"), email = "armillotta.mirko.ucy.ac.cy" ),
           person( "Konstantinos", "Fokianos", role = c("aut"), email = "fokianos@ucy.ac.cy" ) )
Author: Michail Tsagris [aut, cre],
  Mirko Armillotta [aut, cph],
  Konstantinos Fokianos [aut]
Maintainer: Michail Tsagris <mtsagris@uoc.gr>
Description: Quasi likelihood-based methods for estimating Poisson Network Autoregression with p lags, PNAR, following generalized linear models are provided. PNAR models with the identity and with the logarithmic link function are allowed. The inclusion of exogenous covariates is also possible. Moreover, it provides tools for testing the linearity of linear PNAR model versus several nonlinear alternatives. Finally, it allows generating multivariate count distributions, from linear and nonlinear PNAR models, where the dependence between Poisson random variables is generated by suitable copulas. References include: Armillotta, M. and K. Fokianos (2022a). Poisson network autoregression. <arXiv:2104.06296>. Armillotta, M. and K. Fokianos (2022b). Testing linearity for network autoregressive models. <arXiv:2202.03852>.
Depends: R (>= 4.0)
Imports: doParallel, foreach, igraph, nloptr, parallel, Rfast, Rfast2,
        stats
License: GPL (>= 2)
LazyData: true
NeedsCompilation: no
Packaged: 2022-11-02 05:39:50 UTC; Michail
Repository: CRAN
Date/Publication: 2022-11-02 08:52:53 UTC
Built: R 4.1.3; ; 2023-04-17 20:08:10 UTC; windows
