FactorCopula: Factor, Bi-Factor, Second-Order and Factor Tree 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 (2022) <doi:10.1007/s11336-022-09894-2>; (3) factor tree copula models for item response data in Kadhem and Nikoloulopoulos (2022) <arXiv:2201.00339>.

Version: 0.9.2
Depends: R (≥ 3.5.0), statmod, abind, utils
Imports: igraph, matlab, polycor, VineCopula
Published: 2022-12-06
Author: Sayed H. Kadhem [aut], Aristidis K. Nikoloulopoulos [aut, cre]
Maintainer: Aristidis K. Nikoloulopoulos <a.nikoloulopoulos at uea.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: FactorCopula results

Documentation:

Reference manual: FactorCopula.pdf

Downloads:

Package source: FactorCopula_0.9.2.tar.gz
Windows binaries: r-devel: FactorCopula_0.9.2.zip, r-release: FactorCopula_0.9.zip, r-oldrel: FactorCopula_0.9.zip
macOS binaries: r-release (arm64): FactorCopula_0.9.2.tgz, r-oldrel (arm64): FactorCopula_0.9.2.tgz, r-release (x86_64): FactorCopula_0.9.tgz, r-oldrel (x86_64): FactorCopula_0.9.tgz
Old sources: FactorCopula archive

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