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 (2021 Commun Stat-Simul) , Lin et al. (2021 Comm Stat-Simul) , Sun et al. (2020 JSS Series in Statistics), and Huang and Emura (2021, in revision).


Reference manual

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install.packages("Copula.Markov")

2.9 by Takeshi Emura, 5 years ago


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


Authors: Takeshi Emura , Xinwei Huang , Ting-Hsuan Long , Li-Hsien Sun


Documentation:   PDF Manual  


GPL-2 license



See at CRAN