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 (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).

Version: 2.9
Published: 2021-11-29
DOI: 10.32614/CRAN.package.Copula.Markov
Author: Takeshi Emura, Xinwei Huang, Ting-Hsuan Long, Li-Hsien Sun
Maintainer: Takeshi Emura <takeshiemura at>
License: GPL-2
NeedsCompilation: no
CRAN checks: Copula.Markov results


Reference manual: Copula.Markov.pdf


Package source: Copula.Markov_2.9.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): Copula.Markov_2.9.tgz, r-oldrel (arm64): Copula.Markov_2.9.tgz, r-release (x86_64): Copula.Markov_2.9.tgz, r-oldrel (x86_64): Copula.Markov_2.9.tgz
Old sources: Copula.Markov archive


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