Nothing
PPMiss: Copula-Based Estimator for Long-Range Dependent Processes under Missing Data
Implements the copula-based estimator for univariate long-range dependent processes, introduced in Pumi et al. (2023) <doi:10.1007/s00362-023-01418-z>. Notably, this estimator is capable of handling missing data and has been shown to perform exceptionally well, even when up to 70% of data is missing (as reported in <arXiv:2303.04754>) and has been found to outperform several other commonly applied estimators.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Taiane Schaedler Prass [aut, cre, com] (<https://orcid.org/0000-0003-3136-909X>), Guilherme Pumi [aut, ctb] (<https://orcid.org/0000-0002-6256-3170>) |
| Maintainer | Taiane Schaedler Prass <taianeprass@gmail.com> |
| License | GPL (>= 3) |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the PPMiss package in your browser
Any scripts or data that you put into this service are public.
