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Copula.Markov (version 2.9)

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

Description

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).

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Version

Install

install.packages('Copula.Markov')

Monthly Downloads

278

Version

2.9

License

GPL-2

Maintainer

Takeshi Emura

Last Published

November 29th, 2021

Functions in Copula.Markov (2.9)

Clayton.Markov.MLE.binom

Maximum Likelihood Estimation and Statistical Process Control Under the Clayton Copula

Clayton.Markov.MLE

Maximum Likelihood Estimation and Statistical Process Control Under the Clayton Copula

Copula.Markov-package

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

Clayton.MixNormal.Markov.MLE

Maximum Likelihood Estimation using Newton-Raphson Method Under the Clayton Copula and the Mix-Normal distribution

Clayton.Markov.GOF.binom

A goodness-of-fit test for the marginal binomial distribution.

Joe.Markov.MLE.binom

Maximum Likelihood Estimation and Statistical Process Control Under the Joe Copula

Clayton.Markov.GOF

A goodness-of-fit test for the marginal normal distribution.

Joe.Markov.DATA.binom

Generating Time Series Data Under a Copula-Based Markov Chain Model with the Joe Copula and Binomial Margin.

Joe.Markov.GOF.binom

A goodness-of-fit test for the marginal binomial distribution.

Clayton.Markov2.DATA

Generating Time Series Data Under a Copula-Based 2nd-order Markov Chain Model with the Clayton Copula

Maximum Likelihood Estimation and Statistical Process Control Under the Joe Copula

Clayton.Markov.DATA

Generating Time Series Data Under a Copula-Based Markov Chain Model with the Clayton Copula

Clayton.Markov.DATA.binom

Generating Time Series Data Under a Copula-Based Markov Chain Model with the Clayton Copula and Binomial Margin.

Clayton.Markov2.MLE

Maximum Likelihood Estimation and Statistical Process Control Under the Clayton Copula with a 2nd order Markov chain.

Joe.Markov.DATA

Generating Time Series Data Under a Copula-Based Markov Chain Model with the Joe Copula

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