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.


Reference manual

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install.packages("CopCTS")

1.0.0 by Fuyuan David Li, 8 years ago


Browse source code at https://github.com/cran/CopCTS


Authors: Fuyuan David Li


Documentation:   PDF Manual  


GPL license


Imports msm, copBasic, methods

Depends on copula


See at CRAN