Package: gctsc
Title: Gaussian and Student-t Copula Models for Count Time Series
Version: 0.2.4
Authors@R: 
    c(person("Quynh", "Nguyen", role = c("aut", "cre"),
             email = "nqnhu2209@gmail.com"),
      person("Victor", "De Oliveira", role = "aut"))
Description: Provides likelihood-based inference for Gaussian and
        Student-t copula models for univariate count time series.
        Supports Poisson, negative binomial, binomial, beta-binomial,
        and zero-inflated marginals with ARMA dependence structures.
        Includes simulation, maximum-likelihood estimation, residual
        diagnostics, and predictive inference. Implements Time Series
        Minimax Exponential Tilting (TMET)
        <doi:10.1016/j.csda.2026.108344>, an adaptation of minimax
        exponential tilting of Botev (2017) <doi:10.1111/rssb.12162>.
        Also provides a linear-cost implementation of the
        Geweke–Hajivassiliou–Keane (GHK) simulator following 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
        design philosophy of 'gcmr' but is developed independently.
License: MIT + file LICENSE
Imports: Rcpp, Matrix, TruncatedNormal, VGAM, truncnorm, nlme, car
LinkingTo: Rcpp, RcppArmadillo
URL: https://github.com/QNNHU/gctsc
BugReports: https://github.com/QNNHU/gctsc/issues
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
VignetteBuilder: knitr
RoxygenNote: 7.3.3
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
Depends: R (>= 3.5)
LazyData: false
Config/pak/sysreqs: cmake make libicu-dev
Repository: https://qnnhu.r-universe.dev
Date/Publication: 2026-05-20 22:23:52 UTC
RemoteUrl: https://github.com/qnnhu/gctsc
RemoteRef: HEAD
RemoteSha: 4c94b1ede7cd8815757ebac2c678e26fb299341e
NeedsCompilation: yes
Packaged: 2026-06-19 06:56:02 UTC; root
Author: Quynh Nguyen [aut, cre],
  Victor De Oliveira [aut]
Maintainer: Quynh Nguyen <nqnhu2209@gmail.com>