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 (2023) <doi:10.1007/s11336-022-09894-2>; (3) factor tree copula models for item response data in Kadhem and Nikoloulopoulos (2022) <arXiv:2201.00339>.

Package details

AuthorSayed H. Kadhem [aut], Aristidis K. Nikoloulopoulos [aut, cre]
MaintainerAristidis K. Nikoloulopoulos <a.nikoloulopoulos@uea.ac.uk>
LicenseGPL (>= 2)
Version0.9.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FactorCopula")

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FactorCopula documentation built on March 7, 2023, 5:29 p.m.