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: 2026-02-18 22:36:07 UTC; Taiane
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>
Repository: CRAN
Date/Publication: 2026-02-18 23:20:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-25 14:23:28 UTC; unix
Archs: PPMiss.so.dSYM
