Copula-Based Estimator for Long-Range Dependent Processes under Missing Data


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Documentation for package ‘PPMiss’ version 0.1.1

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amh Copula functions and the corresponding derivative limit.
arfima.coefs Coefficients of an ARFIMA(p,d,q) model
d.fit Long memory parameter estimation
dCtheta_amh Copula functions and the corresponding derivative limit.
dCtheta_fgm Copula functions and the corresponding derivative limit.
dCtheta_frank Copula functions and the corresponding derivative limit.
dCtheta_gauss Copula functions and the corresponding derivative limit.
fgm Copula functions and the corresponding derivative limit.
frank Copula functions and the corresponding derivative limit.
gauss Copula functions and the corresponding derivative limit.
k1fun Constant K1
kdens Kernel density estimator
PPMiss.copulas Copula functions and the corresponding derivative limit.