CopCTS: Copula-Based Semiparametric Analysis for Time Series Data with Detection Limits

Semiparametric estimation for censored time series with lower detection limit. The latent response is a sequence of stationary process with Markov property of order one. Estimation of copula parameter(COPC) and Conditional quantile estimation are included for five available copula functions. Copula selection methods based on L2 distance from empirical copula function are also included.

Getting started

Package details

AuthorFuyuan David Li
MaintainerFuyuan David Li <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the CopCTS package in your browser

Any scripts or data that you put into this service are public.

CopCTS documentation built on May 1, 2019, 8:18 p.m.