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CopCTS
View on CRAN: Click
here
Download and install CopCTS package within the R console
Install from CRAN:
install.packages("CopCTS")
Install from Github:
library("remotes")
install_github("cran/CopCTS")
Install by package version:
library("remotes")
install_version("CopCTS", "1.0.0")
Attach the package and use:
library("CopCTS")
Maintained by
Fuyuan David Li
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-12-03
Latest Update: 2018-12-03
Description:
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.
How to cite:
Fuyuan David Li (2018). CopCTS: Copula-Based Semiparametric Analysis for Time Series Data with Detection Limits. R package version 1.0.0, https://cran.r-project.org/web/packages/CopCTS
Previous versions and publish date:
No previous versions
Other packages that cited CopCTS R package
View CopCTS citation profile
Other R packages that CopCTS depends,
imports, suggests or enhances
Functions, R codes and Examples using
the CopCTS R package
Some associated functions: condQestCopC . estCopC . genLatentY . selectCopC . water .
Some associated R codes: Full CopCTS package functions and examples
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