Package: PPMiss
Type: Package
Date: 2026-02-18
Title: Copula-Based Estimator for Long-Range Dependent Processes under
        Missing Data
Version: 0.1.2
Authors@R: c(person("Taiane Schaedler","Prass",
                     email = "taianeprass@gmail.com", 
                     role = c("aut","cre","com"),  
                     comment = c(ORCID="0000-0003-3136-909X")),
              person("Guilherme","Pumi", 
                     email = "guilherme.pumi@ufrgs.br",	
                     role = c("aut","ctb"), 
                     comment = c(ORCID="0000-0002-6256-3170")))
Depends: R (>= 4.0.0)
Imports: copula, pracma, stats, zoo
Description: 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
        <doi:10.48550/arXiv.2303.04754>) and has been found to
        outperform several other commonly applied estimators.
License: GPL (>= 3)
Encoding: UTF-8
NeedsCompilation: yes
RoxygenNote: 7.3.3
Packaged: 2026-10-17 07:50:54 UTC; root
Author: Taiane Schaedler Prass [aut, cre, com] (ORCID:
        <https://orcid.org/0000-0003-3136-909X>), Guilherme Pumi [aut,
        ctb] (ORCID: <https://orcid.org/0000-0002-6256-3170>)
Maintainer: Taiane Schaedler Prass <taianeprass@gmail.com>
Config/pak/sysreqs: libgsl0-dev
Repository: https://tsprass.r-universe.dev
Date/Publication: 2026-02-18 23:20:02 UTC
RemoteUrl: https://github.com/cran/PPMiss
RemoteRef: HEAD
RemoteSha: 8453c8d1a41ece6bfed90ef028492c4bbf569044