Estimation and Statistical Process Control Under Copula-Based Time Series Models

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Documentation for package ‘Copula.Markov’ version 1.1

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Copula.Markov-package Estimation and Statistical Process Control Under Copula-Based Time Series Models
Clayton.Markov.DATA Generating Time Series Data Under a Copula-Based Markov Chain Model with the Clayton Copula
Clayton.Markov.MLE Maximum Likelihood Estimation and Statistical Process Control Under the Clayton Copula
Copula.Markov Estimation and Statistical Process Control Under Copula-Based Time Series Models
Joe.Markov.DATA Generating Time Series Data Under a Copula-Based Markov Chain Model with the Joe Copula
Joe.Markov.MLE Maximum Likelihood Estimation and Statistical Process Control Under the Joe Copula