Package: FactorCopulaModel
Title: Factor Copula Models
Version: 0.1.1
Authors@R: c(
    person("Harry", "Joe", role = "aut"),
    person("Pavel", "Krupskii", email = "pavel.krupskiy@unimelb.edu.au", role = c("aut","cre")),
    person("Xinyao", "Fan", role = "aut"),
    person("Allan", "Macleod", role = "cph"),
    person("Robert", "Gentleman", role = "cph"),
    person("Ross", "Ihaka", role = "cph"))
Description: 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.
License: GPL-3
Imports: cubature, igraph, VineCopula
Encoding: UTF-8
LazyData: true
NeedsCompilation: yes
Packaged: 2025-11-06 05:46:30 UTC; krups
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@unimelb.edu.au>
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2025-11-06 07:50:01 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-03-18 04:30:14 UTC; windows
Archs: x64
