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) , Huang and Emura (2019 Commun Stat-Simul) and Huang, Chen and Emura (2019-, in revision).


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install.packages("Copula.Markov")

2.5 by Takeshi Emura, 7 days ago


Browse source code at https://github.com/cran/Copula.Markov


Authors: Takeshi Emura , Xinwei Huang , Weiru Chen , Ting-Hsuan Long


Documentation:   PDF Manual  


GPL-2 license



See at CRAN