sbfac: Semiparametric Bayesian Factor Analytic Copula Models

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

Author
Jared Murray
Date of publication
None
Maintainer
Jared Murray <jared.murray@stat.duke.edu>
License
GPL-2
Version
0.1.9.7

View on R-Forge

Man pages

doMCMC
Perform MCMC model fitting for an SBFAC model...
plotLoadingsHeat
Display a heatmap of factor loadings (note that this function...
print.sbfac
Print method for sbfac object...
sbfacModel
Initialize an SBFAC model...
sbfac-package
Semiparametric Bayesian Factor-Analytic Copulae for Mixed...

Files in this package

sbfac
sbfac/R
sbfac/R/sbfac_class.R
sbfac/R/plots.R
sbfac/R/sbfac.R
sbfac/R/misc.R
sbfac/R/impute_erl.R
sbfac/NAMESPACE
sbfac/DESCRIPTION
sbfac/man
sbfac/man/sbfacModel.Rd
sbfac/man/print.sbfac.Rd
sbfac/man/plotLoadingsHeat.Rd
sbfac/man/sbfac-package.Rd
sbfac/man/doMCMC.Rd
sbfac/src
sbfac/src/impute_erl.cpp
sbfac/src/Makevars
sbfac/src/sbfac.cpp
sbfac/src/Makevars.win