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

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) .


Reference manual

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install.packages("FactorCopula")

0.9.3 by Aristidis K. Nikoloulopoulos, 4 years ago


Browse source code at https://github.com/cran/FactorCopula


Authors: Sayed H. Kadhem [aut] , Aristidis K. Nikoloulopoulos [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports igraph, matlab, polycor, VineCopula

Depends on statmod, abind, utils


See at CRAN