Copula.Markov: Copula-Based Estimation and Statistical Process Control for Serially Correlated Time Series

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) <doi:10.1080/03610918.2015.1073303>, Huang and Emura (2019 Commun Stat-Simul) <doi:10.1080/03610918.2019.1602647> and Huang, Chen and Emura (2019-, in revision).

Version: 2.7
Published: 2020-01-17
Author: Takeshi Emura, Xinwei Huang, Weiru Chen, Ting-Hsuan Long
Maintainer: Takeshi Emura <takeshiemura at>
License: GPL-2
NeedsCompilation: no
CRAN checks: Copula.Markov results


Reference manual: Copula.Markov.pdf
Package source: Copula.Markov_2.7.tar.gz
Windows binaries: r-devel:, r-devel-gcc8:, r-release:, r-oldrel:
OS X binaries: r-release: Copula.Markov_2.7.tgz, r-oldrel: Copula.Markov_2.7.tgz
Old sources: Copula.Markov archive


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