gctsc
Gaussian and Student-t Copula Models for Count Time Series
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.
Downloads
560
Last 30 days
6649th
1.7K
Last 90 days
2.8K
Last year
Trend: -2.1% (30d vs prior 30d)
24
Last 30 days
123
Last 90 days
323
Last year
Trend: -48.9% (30d vs prior 30d)
3
Last 7 days
13
Last 30 days
1
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
package dependencies
Package required but not available: ‘car’ See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’ manual.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/gctsc.Rcheck/00install.out' for details.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 20, 2026
NOTE 13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 13, 2026
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
data 1.5Mb
libs 3.2Mb
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code
Structure
Lines of code
9,054
Files
93
Compiled share
30.3%
Has compiled src
Yes
Language breakdown
API
Exported functions
19
Internal functions
68
Recent export changes
Testing & CI
Has tests
Yes
Test-to-code ratio
0.02
testthat edition
3
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
100%
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5
System requirements
–
C++ standard
–
License
MIT + file LICENSE
License flags
SPDX valid, OSI approved
History
Versions
4
First release
2025-12-17
Latest release
2026-05-20
Avg cadence
61 days
Cold removal rate
100%
Dep drift
3
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.
Dependency Network
Version History
4 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Dec 17, 2025. Releases before tracking aren’t shown.