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).

Version: 2.8
Published: 2020-02-25
Author: Takeshi Emura, Xinwei Huang, Weiru Chen, Ting-Hsuan Long, Li-Hsien Sun
Maintainer: Takeshi Emura <takeshiemura at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: Copula.Markov results

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Reference manual: Copula.Markov.pdf
Package source: Copula.Markov_2.8.tar.gz
Windows binaries: r-devel: Copula.Markov_2.8.zip, r-devel-gcc8: Copula.Markov_2.8.zip, r-release: Copula.Markov_2.8.zip, r-oldrel: Copula.Markov_2.8.zip
OS X binaries: r-release: Copula.Markov_2.8.tgz, r-oldrel: Copula.Markov_2.8.tgz
Old sources: Copula.Markov archive

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