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CopCTS

Copula-Based Semiparametric Analysis for Time Series Data with Detection Limits

v1.0.0 · Dec 3, 2018 · GPL

Description

Semiparametric estimation for censored time series with lower detection limit. The latent response is a sequence of stationary process with Markov property of order one. Estimation of copula parameter(COPC) and Conditional quantile estimation are included for five available copula functions. Copula selection methods based on L2 distance from empirical copula function are also included.

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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang NOTE
r-devel-linux-x86_64-fedora-gcc NOTE
r-devel-macos-arm64 NOTE
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 NOTE
r-release-macos-arm64 NOTE
r-release-macos-x86_64 NOTE
r-release-windows-x86_64 NOTE
Check details (16 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Fuyuan David Li <LFY@gwmail.gwu.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Fuyuan", "David"),
                    family = "Li",
                    role = c("aut", "cre"),
                    email = "lfy@gwmail.gwu.edu")
as necessary.
NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Fuyuan David Li <LFY@gwmail.gwu.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Fuyuan", "David"),
                    family = "Li",
                    role = c("aut", "cre"),
                    email = "lfy@gwmail.gwu.edu")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                  ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \code{condQestCopC} returns the conditional tao-th quantile of Y_{n+1} given {Y1,...,Yn}
       |                                                                              ^

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Fuyuan David Li <LFY@gwmail.gwu.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Fuyuan", "David"),
                    family = "Li",
                    role = c("aut", "cre"),
                    email = "lfy@gwmail.gwu.edu")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Fuyuan David Li <LFY@gwmail.gwu.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Fuyuan", "David"),
                    family = "Li",
                    role = c("aut", "cre"),
                    email = "lfy@gwmail.gwu.edu")
as necessary.
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                          ^
checkRd: (-1) condQestCopC.Rd:45: Lost braces; missing escapes or markup?
    45 | obtain the conditional qth quantile of Y_{n+1} given {Y1,...,Yn}.
       |                                                      ^
checkRd: (-1) condQestCopC.Rd:40: Lost braces; missing escapes or markup?
    40 | \co

Dependency Network

Dependencies Reverse dependencies copula msm copBasic CopCTS

Version History

new 1.0.0 Mar 9, 2026