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FactorCopula (version 0.9.3)

Factor, Bi-Factor, Second-Order and Factor Tree Copula Models

Description

Estimation, model selection and goodness-of-fit of (1) factor copula models for mixed continuous and discrete data in Kadhem and Nikoloulopoulos (2021) ; (2) bi-factor and second-order copula models for item response data in Kadhem and Nikoloulopoulos (2023) ; (3) factor tree copula models for item response data in Kadhem and Nikoloulopoulos (2022) .

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Version

Install

install.packages('FactorCopula')

Monthly Downloads

244

Version

0.9.3

License

GPL (>= 2)

Maintainer

Aristidis Nikoloulopoulos

Last Published

March 5th, 2023

Functions in FactorCopula (0.9.3)

Vuong.StructuredFactor

Vuong's test for the comparison of bi-factor and second-order copula models
pbnorm

Bivariate normal and Student cdfs with vectorized inputs
polychoric0

Polychoric correlation
Select.StructuredFactor

Model selection of the bi-factor and second-order copula models for item response data
rStructuredFactor

Simulation of bi-factor and second-order copula models for item response data
Select.FactorTree

Model selection of the 1- and 2-factor tree copula models for item response data
PTSD

The Post-traumatic stress disorder (PTSD)
rfactor

Simulation of factor copula models for mixed continuous and discrete data
discrepancy

Diagnostics to detect a factor dependence structure
mapping

Mapping of Kendall's tau and copula parameter
semicorr

Diagnostics to detect tail dependence or tail asymmetry.
transformation

Continuous/count to ordinal responses
TAS

Toronto Alexithymia Scale (TAS)
Vuong.Factor

Vuong's test for the comparison of factor copula models
rFactorTree

Simulation of 1- and 2-factor tree copula models for item response data
Select.Factor

Model selection of the factor copula models for mixed data
Vuong.FactorTree

Vuong's test for the comparison of 1- and 2-factor tree copula models for item response data
mle.FactorTree

Maximum likelhood estimation of factor tree copula models
FactorCopula-package

Factor, bi-factor, second-order and factor tree copula models
M2.StructuredFactor

Goodness-of-fit of bi-factor and second-order copula models for item response data
mle.Factor

Maximum likelhood estimation of factor copula models for mixed data
PE

Political-economic risk of 62 countries for the year 1987
M2.Factor

Goodness-of-fit of factor copula models for mixed data
GSS

The 1994 General Social Survey
mle.StructuredFactor

Maximum likelihood estimation of the bi-factor and second-order copula models for item response data