Package: CopCTS 1.0.0

CopCTS: Copula-Based Semiparametric Analysis for Time Series Data with Detection Limits

Semiparametric estimation for censored time series with lower detection limit. The latent response is a sequence of stationary process with Markov property of order one. Estimation of copula parameter(COPC) and Conditional quantile estimation are included for five available copula functions. Copula selection methods based on L2 distance from empirical copula function are also included.

Authors:Fuyuan David Li

CopCTS_1.0.0.tar.gz
CopCTS_1.0.0.zip(r-4.7)CopCTS_1.0.0.zip(r-4.6)CopCTS_1.0.0.zip(r-4.5)
CopCTS_1.0.0.tgz(r-4.6-any)CopCTS_1.0.0.tgz(r-4.5-any)
CopCTS_1.0.0.tar.gz(r-4.7-any)CopCTS_1.0.0.tar.gz(r-4.6-any)
CopCTS_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
CopCTS/json (API)

# Install 'CopCTS' in R:
install.packages('CopCTS', repos = c('https://fuyuan-li.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • water - Water quality (Ammonia) data

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 4 scripts 167 downloads 4 exports 35 dependencies

Last updated from:ffc936f213. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE147
source / vignettesOK161
linux-release-x86_64NOTE140
macos-release-arm64NOTE169
macos-oldrel-arm64NOTE155
windows-develNOTE140
windows-releaseNOTE86
windows-oldrelNOTE113
wasm-releaseOK100

Exports:condQestCopCestCopCgenLatentYselectCopC

Dependencies:ADGofTestcliclustercolorspacecopBasiccopulaexpmgenericsgluegoftestgsllatticelifecyclelmomcoLmomentsmagrittrMASSMatrixmsmmvtnormnumDerivpcaPPpillarpkgconfigpsplinerandtoolboxRcppRcppArmadillorlangrngWELLstabledistsurvivaltibbleutf8vctrs