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).

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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

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