Poisson Network Autoregressive Models

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Documentation for package ‘PNAR’ version 1.6

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PNAR-package Poisson Network Autoregressive Models
adja Generation of a network from the Stochastic Block Model
adja_gnp Generation of a network from the Erdos-Renyi model
crime Chicago crime dataset
crime_W Network matrix for Chicago crime dataset
getN Count the number of events within a specified time
global_optimise_LM_stnarpq Optimization of the score test statistic for the ST-PNAR(p) model
global_optimise_LM_tnarpq Optimization of the score test statistic for the T-PNAR(p) model
lin_estimnarpq Estimation of the linear Poisson NAR(p) model model with p lags and q covariates (PNAR(p))
lin_ic_plot Scatter plot of information criteria versus the number of lags in the linear Poisson NAR(p) model model with p lags and q covariates (PNAR(p))
lin_narpq_init Starting values for the linear Poisson NAR(p) model model with p lags and q covariates (PNAR(p))
log_lin_estimnarpq Estimation of the log-linear Poisson NAR(p) model with p lags and q covariates (log-PNAR(p))
log_lin_ic_plot Scatter plot of information criteria versus the number of lags in the log-linear Poisson NAR(p) model with p lags and q covariates (log-PNAR(p))
log_lin_narpq_init Starting values for the log-linear Poisson NAR(p) model with p lags and q covariates (log-PNAR(p))
PNAR Poisson Network Autoregressive Models
poisson.MODpq Generation of counts from a linear Poisson NAR(p) model with q covariates (PNAR(p))
poisson.MODpq.log Generation of multivariate count time series from a log-linear Poisson NAR(p) model with q covariates (log-PNAR(p))
poisson.MODpq.nonlin Generation of multivariate count time series from a non-linear Intercept Drift Poisson NAR(p) model with q covariates (ID-PNAR(p))
poisson.MODpq.stnar Generation of counts from a non-linear Smooth Transition Poisson NAR(p) model with q covariates (ST-PNAR(p))
poisson.MODpq.tnar Generation of counts from a non-linear Threshold Poisson NAR(p) model with q covariates (T-PNAR(p))
print.DV S3 methods for extracting the results of the bound p-value for testing for smooth transition effects on PNAR(p) model
print.nonlin S3 methods for extracting the results of the non-linear hypothesis test
print.PNAR S3 methods for extracting the results of the estimation functions
print.summary.DV S3 methods for extracting the results of the bound p-value for testing for smooth transition effects on PNAR(p) model
print.summary.nonlin S3 methods for extracting the results of the non-linear hypothesis test
print.summary.PNAR S3 methods for extracting the results of the estimation functions
rcopula Random number generation of copula functions
score_test_nonlinpq_h0 Linearity test against non-linear ID-PNAR(p) model
score_test_stnarpq_DV Bound p-value for testing for smooth transition effects on PNAR(p) model
score_test_stnarpq_j Bootstrap test for smooth transition effects on PNAR(p) model
score_test_tnarpq_j Bootstrap test for threshold effects on PNAR(p) model
summary.DV S3 methods for extracting the results of the bound p-value for testing for smooth transition effects on PNAR(p) model
summary.nonlin S3 methods for extracting the results of the non-linear hypothesis test
summary.PNAR S3 methods for extracting the results of the estimation functions