Estimation, model selection and goodness-of-fit of factor copula models for mixed continuous and discrete data in Kadhem and Nikoloulopoulos (2019) <arXiv:1907.07395>.
| Version: | 0.5 |
| Depends: | R (≥ 3.5.0), statmod, abind, utils, polycor |
| Published: | 2020-09-11 |
| Author: | Sayed H. Kadhem [aut, cre], Aristidis K. Nikoloulopoulos [aut] |
| Maintainer: | Sayed H. Kadhem <s.kadhem at uea.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | FactorCopula results |
| Reference manual: | FactorCopula.pdf |
| Package source: | FactorCopula_0.5.tar.gz |
| Windows binaries: | r-devel: FactorCopula_0.5.zip, r-devel-UCRT: FactorCopula_0.5.zip, r-release: FactorCopula_0.5.zip, r-oldrel: FactorCopula_0.5.zip |
| macOS binaries: | r-release (arm64): FactorCopula_0.5.tgz, r-release (x86_64): FactorCopula_0.5.tgz, r-oldrel: FactorCopula_0.5.tgz |
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