CopCTS
1.0.0Copula-Based Semiparametric Analysis for Time Series Data with Detection Limits
Overview
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.
Install
Health
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- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 100%
Downloads
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Code & Tests
Datasets
People & History
Author records are not tracked yet for this package.
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.0.0Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2018-12-03
- Total releases
- 1 / 8 yrs
- License
- GPL
- Bundled data
- 4.0 KB / 1 file
- Download size
- 14 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
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