Copula.Markov: Copula-Based Estimation and Statistical Process Control for Serially Correlated Time Series

Estimation and statistical process control are performed under copula-based time-series models. Available are statistical methods in Long and Emura (2014 JCSA), Emura et al. (2017 Commun Stat-Simul) <DOI:10.1080/03610918.2015.1073303>, and Chen and Emura (2018-, submitted).

Package details

AuthorTakeshi Emura, Weiru Chen, Ting-Hsuan Long, Xinwei Huang
MaintainerTakeshi Emura <[email protected]>
LicenseGPL-2
Version2.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Copula.Markov")

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Copula.Markov documentation built on Jan. 15, 2019, 5:06 p.m.