Copula.Markov

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

CRAN Package

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).

  • Version2.9
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release11/29/2021

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