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> and Huang, Chen and Emura (2019-, in revision).

CRAN page Reference

Statistics
Description

Total

17,191

Last month

476

Last week

130

Average per day

Daily downloads

Total downloads

Description file content

Package: Copula.Markov
Type: Package
Title: Copula-Based Estimation and Statistical Process Control for Serially Correlated Time Series
Version: 2.5
Date: 2019-11-29
Author: Takeshi Emura, Xinwei Huang, Weiru Chen, Ting-Hsuan Long
Maintainer: Takeshi Emura
Description: 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) , Huang and Emura (2019 Commun Stat-Simul) and Huang, Chen and Emura (2019-, in revision).
License: GPL-2
NeedsCompilation: no
Packaged: 2019-11-29 01:30:17 UTC; user
Repository: CRAN
Date/Publication: 2019-11-29 05:30:02 UTC

install.packages('Copula.Markov')

2.5

16 days ago

Takeshi Emura

GPL-2