Package: PPMiss 0.1.1
PPMiss: Copula-Based Estimator for Long-Range Dependent Processes under Missing Data
Implements the copula-based estimator for univariate long-range dependent processes, introduced in Pumi et al. (2023) <doi:10.1007/s00362-023-01418-z>. Notably, this estimator is capable of handling missing data and has been shown to perform exceptionally well, even when up to 70% of data is missing (as reported in <arxiv:2303.04754>) and has been found to outperform several other commonly applied estimators.
Authors:
PPMiss_0.1.1.tar.gz
PPMiss_0.1.1.zip(r-4.5)PPMiss_0.1.1.zip(r-4.4)PPMiss_0.1.1.zip(r-4.3)
PPMiss_0.1.1.tgz(r-4.4-x86_64)PPMiss_0.1.1.tgz(r-4.4-arm64)PPMiss_0.1.1.tgz(r-4.3-x86_64)PPMiss_0.1.1.tgz(r-4.3-arm64)
PPMiss_0.1.1.tar.gz(r-4.5-noble)PPMiss_0.1.1.tar.gz(r-4.4-noble)
PPMiss_0.1.1.tgz(r-4.4-emscripten)PPMiss_0.1.1.tgz(r-4.3-emscripten)
PPMiss.pdf |PPMiss.html✨
PPMiss/json (API)
NEWS
| # Install 'PPMiss' in R: |
| install.packages('PPMiss', repos = c('https://tsprass.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:78f3c663b2. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 07 2024 |
| R-4.5-win-x86_64 | OK | Nov 07 2024 |
| R-4.5-linux-x86_64 | OK | Nov 07 2024 |
| R-4.4-win-x86_64 | OK | Nov 07 2024 |
| R-4.4-mac-x86_64 | OK | Nov 07 2024 |
| R-4.4-mac-aarch64 | OK | Nov 07 2024 |
| R-4.3-win-x86_64 | OK | Nov 07 2024 |
| R-4.3-mac-x86_64 | OK | Nov 07 2024 |
| R-4.3-mac-aarch64 | OK | Nov 07 2024 |
Exports:amharfima.coefsd.fitdCtheta_amhdCtheta_fgmdCtheta_frankdCtheta_gaussfgmfrankgaussk1funkdens
Dependencies:ADGofTestcolorspacecopulagsllatticeMatrixmvtnormnumDerivpcaPPpracmapsplinestabledistzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Coefficients of an ARFIMA(p,d,q) model | arfima.coefs |
| Long memory parameter estimation | d.fit |
| Constant K1 | k1fun |
| Kernel density estimator | kdens |
| Copula functions and the corresponding derivative limit. | amh dCtheta_amh dCtheta_fgm dCtheta_frank dCtheta_gauss fgm frank gauss PPMiss.copulas |
