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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.
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Package details |
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| Author | Fuyuan David Li |
| Maintainer | Fuyuan David Li <LFY@gwmail.gwu.edu> |
| License | GPL |
| Version | 1.0.0 |
| Package repository | View on CRAN |
| Installation |
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