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 doi:10.48550/arXiv.2303.04754) and has been found to outperform several other commonly applied estimators.
- Version0.1.1
- R version≥ 4.0.0
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- Reference manual
- Last release09/04/2023
Documentation
Team
Taiane Schaedler Prass
Guilherme Pumi
Insights
Last 30 days
This package has been downloaded 152 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 6 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 1,896 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Jan 21, 2025 with 24 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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Dependencies
- Imports3 packages