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

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