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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.

Version: 1.0.0
Depends: copula
Imports: msm, copBasic, methods
Published: 2018-12-03
Author: Fuyuan David Li
Maintainer: Fuyuan David Li <LFY at gwmail.gwu.edu>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: CopCTS results

Documentation:

Reference manual: CopCTS.pdf

Downloads:

Package source: CopCTS_1.0.0.tar.gz
Windows binaries: r-devel: CopCTS_1.0.0.zip, r-release: CopCTS_1.0.0.zip, r-oldrel: CopCTS_1.0.0.zip
macOS binaries: r-release (arm64): CopCTS_1.0.0.tgz, r-oldrel (arm64): CopCTS_1.0.0.tgz, r-release (x86_64): CopCTS_1.0.0.tgz, r-oldrel (x86_64): CopCTS_1.0.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.