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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "gctsc" in publications use:'
type: software
license: MIT
title: 'gctsc: Gaussian and Student-t Copula Models for Count Time Series'
version: 0.2.4
identifiers:
- type: doi
  value: 10.32614/CRAN.package.gctsc
abstract: 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) <https://doi.org/10.1016/j.csda.2026.108344>,
  an adaptation of minimax exponential tilting of Botev (2017) <https://doi.org/10.1111/rssb.12162>.
  Also provides a linear-cost implementation of the Geweke–Hajivassiliou–Keane (GHK)
  simulator following Masarotto and Varin (2012) <https://doi.org/10.1214/12-EJS721>,
  and the Continuous Extension (CE) approximation of Nguyen and De Oliveira (2025)
  <https://doi.org/10.1080/02664763.2025.2498502>. The package follows the S3 design
  philosophy of 'gcmr' but is developed independently.
authors:
- family-names: Nguyen
  given-names: Quynh
  email: nqnhu2209@gmail.com
- family-names: De Oliveira
  given-names: Victor
preferred-citation:
  type: manual
  title: 'gctsc: Gaussian Copula Time Series Models for Count Data'
  authors:
  - family-names: Nguyen
    given-names: Quynh
    email: nqnhu2209@gmail.com
  - family-names: De Oliveira
    given-names: Victor
  year: '2025'
  notes: R package version 0.1.0
repository: https://qnnhu.r-universe.dev
repository-code: https://github.com/QNNHU/gctsc
commit: 4c94b1ede7cd8815757ebac2c678e26fb299341e
url: https://github.com/QNNHU/gctsc
date-released: '2026-05-20'
contact:
- family-names: Nguyen
  given-names: Quynh
  email: nqnhu2209@gmail.com