Package: CopCTS 1.0.0

Fuyuan David Li

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.

Authors:Fuyuan David Li

CopCTS_1.0.0.tar.gz
CopCTS_1.0.0.zip(r-4.7-any)CopCTS_1.0.0.zip(r-4.6-any)CopCTS_1.0.0.zip(r-4.5-any)
CopCTS_1.0.0.tgz(r-4.6-any)CopCTS_1.0.0.tgz(r-4.5-any)
CopCTS_1.0.0.tar.gz(r-4.7-any)CopCTS_1.0.0.tar.gz(r-4.6-any)
CopCTS_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
CopCTS/json (API)

# Install 'CopCTS' in R:
install.packages('CopCTS', repos = c('https://cranhaven.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/cranhaven/cranhaven.r-universe.dev/issues

Datasets:
  • water - Water quality (Ammonia) data

On CRAN:

Conda:

archivedpackagesr-universe

1.70 score 5 stars 4 scripts 329 downloads 4 exports 35 dependencies

Last updated from:0ef74783f6 (on package/CopCTS). Checks:7 NOTE, 2 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-develNOTE131
source / vignettesOK179
linux-releaseNOTE137
macos-releaseNOTE127
macos-oldrelNOTE105
windows-develNOTE75
windows-releaseNOTE86
windows-oldrelNOTE92
wasm-releaseOK87

Exports:condQestCopCestCopCgenLatentYselectCopC

Dependencies:ADGofTestcliclustercolorspacecopBasiccopulaexpmgenericsgluegoftestgsllatticelifecyclelmomcoLmomentsmagrittrMASSMatrixmsmmvtnormnumDerivpcaPPpillarpkgconfigpsplinerandtoolboxRcppRcppArmadillorlangrngWELLstabledistsurvivaltibbleutf8vctrs