CRAN/E | Copula.Markov

Copula.Markov

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

Installation

About

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 (2021 Commun Stat-Simul) doi:10.1080/03610918.2019.1602647, Lin et al. (2021 Comm Stat-Simul) doi:10.1080/03610918.2019.1652318, Sun et al. (2020 JSS Series in Statistics)doi:10.1007/978-981-15-4998-4, and Huang and Emura (2021, in revision).

Key Metrics

Version 2.9
Published 2021-11-29 868 days ago
Needs compilation? no
License GPL-2
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Maintainer

Maintainer

Takeshi Emura

takeshiemura@gmail.com

Authors

Takeshi Emura
Xinwei Huang
Ting-Hsuan Long
Li-Hsien Sun

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

Old Sources

Copula.Markov archive