FactorCopula: Factor Copula Models for Mixed Continuous and Discrete Data

Estimation, model selection and goodness-of-fit of factor copula models for mixed continuous and discrete data in Kadhem and Nikoloulopoulos (2019) <arXiv:1907.07395>.

Package details

AuthorSayed H. Kadhem [aut, cre], Aristidis K. Nikoloulopoulos [aut]
MaintainerSayed H. Kadhem <s.kadhem@uea.ac.uk>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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FactorCopula documentation built on Sept. 13, 2020, 5:12 p.m.