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>, Huang and Emura (2019 Commun Stat-Simul) <DOI:10.1080/03610918.2019.1602647>, Lin et al. (2019 Comm Stat-Simul) <DOI:10.1080/03610918.2019.1652318>, Sun et al. (2020 to appear in JSS Series in Statistics, Springer), and Huang, Chen and Emura (2019-, in revision).

Package details

AuthorTakeshi Emura, Xinwei Huang, Weiru Chen, Ting-Hsuan Long, Li-Hsien Sun
MaintainerTakeshi Emura <takeshiemura@gmail.com>
LicenseGPL-2
Version2.8
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 Feb. 25, 2020, 5:09 p.m.