CRAN/E | CopCTS

CopCTS

Copula-Based Semiparametric Analysis for Time Series Data with Detection Limits

Installation

About

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.

Key Metrics

Version 1.0.0
Published 2018-12-03 1977 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks CopCTS results

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Maintainer

Maintainer

Fuyuan David Li

LFY@gwmail.gwu.edu

Authors

Fuyuan David Li

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

copula

Imports

msm
copBasic
methods