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 <>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("sbfac", repos="")

Try the sbfac package in your browser

Any scripts or data that you put into this service are public.

sbfac documentation built on May 31, 2017, 4:24 a.m.