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

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

## Documentation for package ‘Copula.Markov’ version 2.9

- DESCRIPTION file

## Help Pages

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.GOF.binom | A goodness-of-fit test for the marginal binomial distribution.
Joe.Markov.MLE | Maximum Likelihood Estimation and Statistical Process Control Under the Joe Copula
Joe.Markov.MLE.binom | Maximum Likelihood Estimation and Statistical Process Control Under the Joe Copula