{
  "_id": "6a200e11b401979e734480bb",
  "Package": "glarma",
  "Type": "Package",
  "Title": "Generalized Linear Autoregressive Moving Average Models",
  "Version": "1.7-1",
  "Date": "2025-03-26",
  "Authors@R": "c(person(given = c(\"William\", \"T.M.\"),\nfamily = \"Dunsmuir\",\nrole = c(\"aut\",\"cre\"),\nemail = \"w.dunsmuir@unsw.edu.au\"),\nperson(given = \"Cenanning\",\nfamily = \"Li\",\nrole = \"aut\",\nemail = \"cli113@aucklanduni.ac.nz\"),\nperson(given = c(\"David\", \"J.\"),\nfamily = \"Scott\",\nrole = \"aut\",\nemail = \"dsco036@gmail.com\"))",
  "Maintainer": "William T.M. Dunsmuir <w.dunsmuir@unsw.edu.au>",
  "VignetteBuilder": "knitr",
  "Description": "Functions are provided for estimation, testing, diagnostic\nchecking and forecasting of generalized linear autoregressive\nmoving average (GLARMA) models for discrete valued time series\nwith regression variables.  These are a class of observation\ndriven non-linear non-Gaussian state space models. The state\nvector consists of a linear regression component plus an\nobservation driven component consisting of an\nautoregressive-moving average (ARMA) filter of past predictive\nresiduals. Currently three distributions (Poisson, negative\nbinomial and binomial) can be used for the response series.\nThree options (Pearson, score-type and unscaled) for the\nresiduals in the observation driven component are available.\nEstimation is via maximum likelihood (conditional on\ninitializing values for the ARMA process) optimized using\nFisher scoring or Newton Raphson iterative methods. Likelihood\nratio and Wald tests for the observation driven component allow\ntesting for serial dependence in generalized linear model\nsettings. Graphical diagnostics including model fits,\nautocorrelation functions and probability integral transform\nresiduals are included in the package. Several standard data\nsets are included in the package.",
  "License": "GPL (>= 2)",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-06-03 11:18:00 UTC",
    "User": "root"
  },
  "Author": "William T.M. Dunsmuir [aut, cre], Cenanning Li [aut], David J.\nScott [aut]",
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2025-03-28 12:20:02 UTC",
  "RemoteUrl": "https://github.com/cran/glarma",
  "RemoteRef": "HEAD",
  "RemoteSha": "f0fc0541b8b45a1eaf6c96342e0f94161f96e936",
  "MD5sum": "f559f3d0ceaceb4bf9adfc9a7438840c",
  "_user": "cran",
  "_type": "src",
  "_file": "glarma_1.7-1.tar.gz",
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  "_created": "2026-06-03T11:18:00.000Z",
  "_published": "2026-06-03T11:20:49.284Z",
  "_distro": "noble",
  "_jobs": [
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  "_buildurl": "https://github.com/r-universe/cran/actions/runs/26881000228",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/glarma",
  "_commit": {
    "id": "f0fc0541b8b45a1eaf6c96342e0f94161f96e936",
    "author": "William T.M. Dunsmuir <w.dunsmuir@unsw.edu.au>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 1.7-1\n",
    "time": 1743164402
  },
  "_maintainer": {
    "name": "William T.M. Dunsmuir",
    "email": "w.dunsmuir@unsw.edu.au"
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 2.3.0",
      "role": "Depends"
    },
    {
      "package": "MASS",
      "role": "Imports"
    },
    {
      "package": "methods",
      "role": "Imports"
    },
    {
      "package": "RUnit",
      "role": "Suggests"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "digest",
      "role": "Suggests"
    },
    {
      "package": "zoo",
      "role": "Suggests"
    }
  ],
  "_owner": "cran",
  "_selfowned": false,
  "_usedby": 1,
  "_updates": [],
  "_tags": [],
  "_stars": 3,
  "_userbio": {
    "uuid": 6899542,
    "type": "organization",
    "name": "cran",
    "description": "Unofficial read-only mirror of all CRAN R packages"
  },
  "_downloads": {
    "count": 760,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/glarma"
  },
  "_mentions": 3,
  "_searchresults": 143,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/glarma.html",
    "manual.pdf"
  ],
  "_realowner": "cran",
  "_cranurl": false,
  "_releases": [
    {
      "version": "1.0-2",
      "date": "2013-12-16"
    },
    {
      "version": "1.1-0",
      "date": "2014-01-17"
    },
    {
      "version": "1.2-0",
      "date": "2014-07-31"
    },
    {
      "version": "1.3-0",
      "date": "2014-09-25"
    },
    {
      "version": "1.4-0",
      "date": "2015-10-03"
    },
    {
      "version": "1.5-0",
      "date": "2017-01-25"
    },
    {
      "version": "1.6-0",
      "date": "2018-02-07"
    },
    {
      "version": "1.7-1",
      "date": "2025-03-28"
    }
  ],
  "_exports": [
    "coef.glarma",
    "deltaGen",
    "extractAIC.glarma",
    "extractGlarmaSimModel",
    "fitted.glarma",
    "forecast",
    "forecast.glarma",
    "glarma",
    "glarmaBinomialIdentity",
    "glarmaBinomialPearson",
    "glarmaBinomialScore",
    "glarmaModelEstimates",
    "glarmaNegBinPearson",
    "glarmaNegBinScore",
    "glarmaPIT",
    "glarmaPoissonPearson",
    "glarmaPoissonScore",
    "glarmaPredProb",
    "glarmaSim",
    "glarmaSimModel",
    "histPIT",
    "initial",
    "likeTests",
    "likTests",
    "logLik.glarma",
    "model.frame.glarma",
    "mySolve",
    "nobs.glarma",
    "normRandPIT",
    "phiGen",
    "plot.glarma",
    "print.glarma",
    "print.summary.glarma",
    "qqPIT",
    "residuals.glarma",
    "summary.glarma",
    "thetaGen"
  ],
  "_datasets": [
    {
      "name": "Asthma",
      "title": "Daily Presentations of Asthma at Campbelltown Hospital",
      "object": "Asthma",
      "file": "Asthma.RData",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Count",
        "Intercept",
        "Sunday",
        "Monday",
        "CosAnnual",
        "SinAnnual",
        "H7",
        "NO2max",
        "T1.1990",
        "T2.1990",
        "T1.1991",
        "T2.1991",
        "T1.1992",
        "T2.1992",
        "T1.1993",
        "T2.1993"
      ],
      "rows": 1461,
      "table": true,
      "tojson": true
    },
    {
      "name": "DriverDeaths",
      "title": "Single Vehicle Nighttime Driver Deaths in Utah",
      "object": "DriverDeaths",
      "file": "DriverDeaths.RData",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Deaths",
        "Intercept",
        "ReducedBAC",
        "FriSat",
        "lnOMVDRate",
        "Population"
      ],
      "rows": 72,
      "table": true,
      "tojson": true
    },
    {
      "name": "OxBoatRace",
      "title": "Oxford-Cambridge Boat Race",
      "object": "OxBoatRace",
      "file": "OxBoatRace.RData",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Year",
        "Intercept",
        "Camwin",
        "WinnerWeight",
        "LoserWeight",
        "Diff"
      ],
      "rows": 156,
      "table": true,
      "tojson": true
    },
    {
      "name": "Polio",
      "title": "Cases of Poliomyelitis in the U.S.",
      "object": "Polio",
      "file": "Polio.RData",
      "class": [
        "data.frame"
      ],
      "fields": [
        "RowNames",
        "Cases",
        "Intcpt",
        "Trend",
        "CosAnnual",
        "SinAnnual",
        "CosSemiAnnual",
        "SinSemiAnnual"
      ],
      "rows": 168,
      "table": true,
      "tojson": true
    },
    {
      "name": "RobberyConvict",
      "title": "Court Convictions for Armed Robbery in New South Wales",
      "object": "RobberyConvict",
      "file": "RobberyConvict.RData",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Date",
        "Incpt",
        "Trend",
        "Step.2001",
        "Trend.2001",
        "HC.N",
        "HC.Y",
        "HC.P",
        "LC.N",
        "LC.Y",
        "LC.P"
      ],
      "rows": 150,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "Asthma",
      "title": "Daily Presentations of Asthma at Campbelltown Hospital",
      "topics": [
        "Asthma"
      ]
    },
    {
      "page": "coef.glarma",
      "title": "Extract GLARMA Model Coefficients",
      "topics": [
        "coef.glarma",
        "coefficients.glarma"
      ]
    },
    {
      "page": "DriverDeaths",
      "title": "Single Vehicle Nighttime Driver Deaths in Utah",
      "topics": [
        "DriverDeaths"
      ]
    },
    {
      "page": "extractAIC.glarma",
      "title": "Extract AIC from a GLARMA Model",
      "topics": [
        "extractAIC.glarma"
      ]
    },
    {
      "page": "extractGlarmaSimModel",
      "title": "Extract simulation model from a glarma fit",
      "topics": [
        "extractGlarmaSimModel"
      ]
    },
    {
      "page": "fitted.glarma",
      "title": "Extract GLARMA Model Fitted Values",
      "topics": [
        "fitted.glarma",
        "fitted.values.glarma"
      ]
    },
    {
      "page": "forecast",
      "title": "Forecasting GLARMA time series",
      "topics": [
        "forecast",
        "forecast.glarma"
      ]
    },
    {
      "page": "glarma",
      "title": "Generalized Linear Autoregressive Moving Average Models with Various Distributions",
      "topics": [
        "glarma",
        "glarmaBinomialIdentity",
        "glarmaBinomialPearson",
        "glarmaBinomialScore",
        "glarmaNegBinPearson",
        "glarmaNegBinScore",
        "glarmaPoissonPearson",
        "glarmaPoissonScore",
        "print.glarma"
      ]
    },
    {
      "page": "glarmaSim",
      "title": "Simulate a glarma process.",
      "topics": [
        "glarmaSim"
      ]
    },
    {
      "page": "glarmaSimModel",
      "title": "Create a glarma simulation model",
      "topics": [
        "glarmaSimModel"
      ]
    },
    {
      "page": "initial",
      "title": "Initial Parameter Generator for GLARMA from GLM",
      "topics": [
        "initial"
      ]
    },
    {
      "page": "likTests",
      "title": "Likelihood Ratio Test and Wald Test for 'GLARMA' Fit",
      "topics": [
        "likeTests",
        "likTests",
        "print.likTests"
      ]
    },
    {
      "page": "logLik.glarma",
      "title": "Extract Log-Likelihood from GLARMA Models",
      "topics": [
        "logLik.glarma"
      ]
    },
    {
      "page": "model.frame.glarma",
      "title": "Extracting the Model Frame of the GLARMA Model",
      "topics": [
        "model.frame.glarma"
      ]
    },
    {
      "page": "mySolve",
      "title": "Matrix Inversion of the Hessian of the Log-Likelihood",
      "topics": [
        "mySolve"
      ]
    },
    {
      "page": "nobs.glarma",
      "title": "Extract the Number of Observations from a GLARMA Model Fit",
      "topics": [
        "nobs.glarma"
      ]
    },
    {
      "page": "randPIT",
      "title": "Random normal probability integral transformation",
      "topics": [
        "normRandPIT"
      ]
    },
    {
      "page": "OxBoatRace",
      "title": "Oxford-Cambridge Boat Race",
      "topics": [
        "OxBoatRace"
      ]
    },
    {
      "page": "paramGen",
      "title": "Parameter Generators",
      "topics": [
        "deltaGen",
        "paramGen",
        "phiGen",
        "thetaGen"
      ]
    },
    {
      "page": "PIT",
      "title": "Non-randomized Probability Integral Transformation",
      "topics": [
        "glarmaPIT",
        "glarmaPredProb"
      ]
    },
    {
      "page": "plot.glarma",
      "title": "Plot Diagnostics for a 'glarma' Object",
      "topics": [
        "plot.glarma"
      ]
    },
    {
      "page": "plotPIT",
      "title": "PIT Plots for a 'glarma' Object",
      "topics": [
        "histPIT",
        "qqPIT"
      ]
    },
    {
      "page": "Polio",
      "title": "Cases of Poliomyelitis in the U.S.",
      "topics": [
        "Polio"
      ]
    },
    {
      "page": "residuals.glarma",
      "title": "Extract GLARMA Model Residuals",
      "topics": [
        "resid.glarma",
        "residuals.glarma"
      ]
    },
    {
      "page": "RobberyConvict",
      "title": "Court Convictions for Armed Robbery in New South Wales",
      "topics": [
        "RobberyConvict"
      ]
    },
    {
      "page": "summary.glarma",
      "title": "Summarize GLARMA Fit",
      "topics": [
        "glarmaModelEstimates",
        "print.summary.glarma",
        "summary.glarma"
      ]
    }
  ],
  "_rundeps": [
    "MASS"
  ],
  "_vignettes": [
    {
      "source": "glarma.Rnw",
      "filename": "glarma.pdf",
      "title": "The glarma package",
      "engine": "knitr::knitr",
      "headings": [],
      "created": "2014-01-15",
      "modified": "2025-03-28 12:20:02",
      "commits": 3
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  ],
  "_score": 4.586699801624049,
  "_indexed": true,
  "_nocasepkg": "glarma",
  "_universes": [
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  ],
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