The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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 |
Please use the canonical form https://CRAN.R-project.org/package=CopCTS to link to this page.
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.
Health stats visible at Monitor.