sbfac: Semiparametric Bayesian Factor Analytic Copula Models

This package provides semiparametric estimation of a Gaussian copula model where the correlation matrix of the copula has a factor analytic decomposition.

Package details

AuthorJared Murray
MaintainerJared Murray <jared.murray@stat.duke.edu>
LicenseGPL-2
Version0.1.9.7
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("sbfac", repos="http://R-Forge.R-project.org")

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sbfac documentation built on May 2, 2019, 5:57 p.m.