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
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CopCTS.pdf |CopCTS.html✨
CopCTS/json (API)

# Install 'CopCTS' in R:
install.packages('CopCTS', repos = c('https://fuyuan-li.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • water - Water quality (Ammonia) data

On CRAN:

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 136 downloads 4 exports 35 dependencies

Last updated 6 years agofrom:ffc936f213. Checks:OK: 3 NOTE: 4. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 18 2024
R-4.5-winNOTEOct 18 2024
R-4.5-linuxNOTEOct 18 2024
R-4.4-winNOTEOct 18 2024
R-4.4-macNOTEOct 18 2024
R-4.3-winOKOct 18 2024
R-4.3-macOKOct 18 2024

Exports:condQestCopCestCopCgenLatentYselectCopC

Dependencies:ADGofTestclicolorspacecopBasiccopulaexpmfansigenericsgluegoftestgsllatticelifecyclelmomcoLmomentsmagrittrMASSMatrixmsmmvtnormnumDerivpcaPPpillarpkgconfigpsplinerandtoolboxRcppRcppArmadillorlangrngWELLstabledistsurvivaltibbleutf8vctrs