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


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Documentation for package ‘Copula.Markov’ version 2.8

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Copula.Markov-package Copula-Based Estimation and Statistical Process Control for Serially Correlated Time Series
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.Markov.GOF A goodness-of-fit test for the marginal normal distribution.
Clayton.Markov.GOF.binom A goodness-of-fit test for the marginal binomial distribution.
Clayton.Markov.MLE Maximum Likelihood Estimation and Statistical Process Control Under the Clayton Copula
Clayton.Markov.MLE.binom Maximum Likelihood Estimation and Statistical Process Control Under the Clayton Copula
Clayton.Markov2.DATA Generating Time Series Data Under a Copula-Based 2nd-order Markov Chain Model with the Clayton Copula
Clayton.Markov2.MLE Maximum Likelihood Estimation and Statistical Process Control Under the Clayton Copula with a 2nd order Markov chain.
Clayton.MixNormal.Markov.MLE Maximum Likelihood Estimation using Newton-Raphson Method Under the Clayton Copula and the Mix-Normal distribution
Copula.Markov Copula-Based Estimation and Statistical Process Control for Serially Correlated Time Series
DowJones Dow Jones Industrial Average
Joe.Markov.DATA Generating Time Series Data Under a Copula-Based Markov Chain Model with the Joe Copula
Joe.Markov.DATA.binom Generating Time Series Data Under a Copula-Based Markov Chain Model with the Joe Copula and Binomial Margin.
Joe.Markov.MLE Maximum Likelihood Estimation and Statistical Process Control Under the Joe Copula