FactorCopula: Factor, Bi-Factor and Second-Order Copula Models

Estimation, model selection and goodness-of-fit of (1) factor copula models for mixed continuous and discrete data in Kadhem and Nikoloulopoulos (2021) <doi:10.1111/bmsp.12231>; (2) bi-factor and second-order copula models for item response data in Kadhem and Nikoloulopoulos (2021) <arXiv:2102.10660>.

Version: 0.8
Depends: R (≥ 3.5.0), statmod, abind, utils, polycor, VineCopula, matlab
Published: 2021-12-19
Author: Sayed H. Kadhem [aut, cre], Aristidis K. Nikoloulopoulos [aut]
Maintainer: Sayed H. Kadhem <s.kadhem at uea.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: FactorCopula results


Reference manual: FactorCopula.pdf


Package source: FactorCopula_0.8.tar.gz
Windows binaries: r-devel: FactorCopula_0.8.zip, r-release: FactorCopula_0.8.zip, r-oldrel: FactorCopula_0.8.zip
macOS binaries: r-release (arm64): FactorCopula_0.8.tgz, r-release (x86_64): FactorCopula_0.8.tgz, r-oldrel: FactorCopula_0.8.tgz
Old sources: FactorCopula archive


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