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Copula.Markov  

Copula-Based Estimation and Statistical Process Control for Serially Correlated Time Series
View on CRAN: Click here


Download and install Copula.Markov package within the R console
Install from CRAN:
install.packages("Copula.Markov")

Install from Github:
library("remotes")
install_github("cran/Copula.Markov")

Install by package version:
library("remotes")
install_version("Copula.Markov", "2.9")



Attach the package and use:
library("Copula.Markov")
Maintained by
Takeshi Emura
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-03-23
Latest Update: 2021-11-29
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 (2021 Commun Stat-Simul) , Lin et al. (2021 Comm Stat-Simul) , Sun et al. (2020 JSS Series in Statistics), and Huang and Emura (2021, in revision).
How to cite:
Takeshi Emura (2015). Copula.Markov: Copula-Based Estimation and Statistical Process Control for Serially Correlated Time Series. R package version 2.9, https://cran.r-project.org/web/packages/Copula.Markov
Previous versions and publish date:
1.0 (2015-03-23 10:49), 1.1 (2016-07-30 20:20), 2.1 (2018-07-23 09:30), 2.2 (2019-01-06 08:10), 2.3 (2019-01-15 10:20), 2.4 (2019-03-25 06:16), 2.5 (2019-11-29 06:30), 2.6 (2020-01-08 08:50), 2.7 (2020-01-17 10:40), 2.8 (2020-02-25 10:50)
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