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.

AuthorJared Murray
Date of publicationNone
MaintainerJared Murray <jared.murray@stat.duke.edu>
LicenseGPL-2
Version0.1.9.7

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