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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 |
| DOI: | 10.32614/CRAN.package.CopCTS |
| 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 |
| Reference manual: | CopCTS.pdf |
| 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 |
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