gctsc

0.2.5

Gaussian and Student-t Copula Models for Count Time Series

0packages depend

3.2Kdownloads / year

41.7%test coverage

12/13checks pass

Overview

About

Maintained by Quynh NguyenFirst published 2025-12-175 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("gctsc", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("QNNHU/gctsc")

Development version from QNNHU/gctsc. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-gctsc

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-gctsc

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-gctsc

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 4.8 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.06

41.7%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 3 earlier snapshots

OK2026-03-21
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-14
13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 296 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 25%

Downloads

3.2K

CRAN downloads in the past year

Rank #5,802 · ~9/day · ~263/mo

Releases R versions

Daily download trend is not available in this view yet.

43130 days

1.5K90 days

3.2K1 year

Compare downloads with other packages →

Also on323 r2u3 autocran

Repository

GitHub ↗ qnnhu/gctsc

0Stars

0Forks

0Open issues

0Open PRs

0Releases

Last activity 2026-05-20

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/qnnhu/gctsc on 2026-07-31.

Continuous integration (1)

GitHub Actions

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5

Imports (7)

RcppMatrixTruncatedNormal VGAM truncnormnlmecar

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (3)

knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Quynh Nguyen

Author, Maintainer

Authors (1)

Quynh Nguyen

Author, Maintainer

Listed in earlier versions (1)

Victor De Oliveira

no longer listed · 0.1.3 to 0.2.4

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

0.2.5Latest
2026-07-12 · current release · diff ↗
0.2.4
2026-05-21 · diff ↗
R
R 4.6.0 released · 2026-04-24
0.2.3
2026-03-20 · diff ↗
0.2.0
2026-03-13 · diff ↗
0.1.3
2026-03-10
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-12-17
Total releases: 5 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5
Bundled data: 460 KB / 4 files
Download size: 630 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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