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Inference methods for factor copula models for continuous data in Krupskii and Joe (2013) <doi:10.1016/j.jmva.2013.05.001>, Krupskii and Joe (2015) <doi:10.1016/j.jmva.2014.11.002>, Fan and Joe (2024) <doi:10.1016/j.jmva.2023.105263>, one factor truncated vine models in Joe (2018) <doi:10.1002/cjs.11481>, and Gaussian oblique factor models. Functions for computing tail-weighted dependence measures in Lee, Joe and Krupskii (2018) <doi:10.1080/10485252.2017.1407414> and estimating tail dependence parameter.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | cubature, igraph, VineCopula |
| Published: | 2025-11-06 |
| DOI: | 10.32614/CRAN.package.FactorCopulaModel |
| Author: | Harry Joe [aut], Pavel Krupskii [aut, cre], Xinyao Fan [aut], Allan Macleod [cph], Robert Gentleman [cph], Ross Ihaka [cph] |
| Maintainer: | Pavel Krupskii <pavel.krupskiy at unimelb.edu.au> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | FactorCopulaModel results |
| Reference manual: | FactorCopulaModel.html , FactorCopulaModel.pdf |
| Package source: | FactorCopulaModel_0.1.1.tar.gz |
| Windows binaries: | r-devel: FactorCopulaModel_0.1.1.zip, r-release: FactorCopulaModel_0.1.1.zip, r-oldrel: FactorCopulaModel_0.1.1.zip |
| macOS binaries: | r-release (arm64): FactorCopulaModel_0.1.1.tgz, r-oldrel (arm64): FactorCopulaModel_0.1.1.tgz, r-release (x86_64): FactorCopulaModel_0.1.1.tgz, r-oldrel (x86_64): FactorCopulaModel_0.1.1.tgz |
| Old sources: | FactorCopulaModel archive |
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