FactorCopulaModel
Factor Copula Models
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling source/ R- | FactorCopulaModel_0.1.1.tar.gz |
1.0 MiB |
0.1.1 |
latest source/ R- | FactorCopulaModel_0.1.1.tar.gz |
1.0 MiB |
0.1.1 |
2026-04-23 source/ R- | FactorCopulaModel_0.1.1.tar.gz |
1.0 MiB |
0.1.1 |
2026-04-09 windows/windows R-4.5 | FactorCopulaModel_0.1.1.zip |
1.5 MiB |