Package: gctsc
Title: Modeling Count Time Series Data via Gaussian Copula Models
Version: 0.1.3
Authors@R: 
    c(
      person("Quynh", "Nguyen", email = "nqnhu2209@gmail.com",
             role = c("aut", "cre")),
      person("Victor", "De Oliveira", role = "aut")
    )
Description: Gaussian copula models for count time series. Includes simulation utilities, likelihood approximation, maximum-likelihood estimation, residual diagnostics, and predictive inference. Implements the Time Series Minimax Exponential Tilting (TMET) method, an adaptation of Minimax Exponential Tilting (Botev, 2017) <doi:10.1111/rssb.12162> and the Vecchia-based tilting framework of Cao and Katzfuss (2025) <doi:10.1080/01621459.2025.2546586>. Also provides a linear-cost implementation of the Geweke–Hajivassiliou–Keane (GHK) simulator inspired by 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 structure of 'gcmr', but all code in 'gctsc' was developed independently.
License: MIT + file LICENSE
Imports: Rcpp, Matrix, TruncatedNormal, VGAM, car, truncnorm
LinkingTo: Rcpp, RcppArmadillo
URL: https://github.com/QNNHU/gctsc
BugReports: https://github.com/QNNHU/gctsc/issues
Encoding: UTF-8
VignetteBuilder: knitr
RoxygenNote: 7.2.3
Suggests: knitr, rmarkdown, VeccTMVN, gcmr, testthat (>= 3.0.0)
Config/testthat/edition: 3
Depends: R (>= 3.5)
LazyData: false
NeedsCompilation: yes
Packaged: 2025-12-11 15:25:26 UTC; Nhu
Author: Quynh Nguyen [aut, cre],
  Victor De Oliveira [aut]
Maintainer: Quynh Nguyen <nqnhu2209@gmail.com>
Repository: CRAN
Date/Publication: 2025-12-17 10:20:26 UTC
Built: R 4.5.2; x86_64-w64-mingw32; 2025-12-25 04:54:49 UTC; windows
Archs: x64
