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
VignetteBuilder: knitr
RoxygenNote: 7.3.3
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
Depends: R (>= 3.5)
LazyData: false
NeedsCompilation: yes
Packaged: 2026-05-20 18:28:52 UTC; Nhu
Author: Quynh Nguyen [aut, cre],
  Victor De Oliveira [aut]
Maintainer: Quynh Nguyen <nqnhu2209@gmail.com>
Repository: CRAN
Date/Publication: 2026-05-20 20:00:02 UTC
Built: R 4.7.0; x86_64-w64-mingw32; 2026-06-12 04:48:35 UTC; windows
Archs: x64
