sbfac-package: Semiparametric Bayesian Factor-Analytic Copulae for Mixed...
In sbfac: Semiparametric Bayesian Factor Analytic Copula Models

This package provides MCMC model fitting for the semiparametric Bayesian factor-analytic copula model, an analogue of traditional factor analysis where inference is based on the (unobserved) correlation matrix of a Gaussian copula instead of the covariance or correlation matrix of the data itself. It handles ordinal data that is discrete or continuous using an approximate rank-based likelihood.