Other packages > Find by keyword >

FactorCopulaModel  

Factor Copula Models
View on CRAN: Click here


Download and install FactorCopulaModel package within the R console
Install from CRAN:
install.packages("FactorCopulaModel")

Install from Github:
library("remotes")
install_github("cran/FactorCopulaModel")

Install by package version:
library("remotes")
install_version("FactorCopulaModel", "0.1.1")



Attach the package and use:
library("FactorCopulaModel")
Maintained by
Pavel Krupskii
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-11-06
Latest Update: 2025-11-06
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.
How to cite:
Pavel Krupskii (2025). FactorCopulaModel: Factor Copula Models. R package version 0.1.1, https://cran.r-project.org/web/packages/FactorCopulaModel. Accessed 09 Mar. 2026.
Previous versions and publish date:
0.1.0 (2025-10-29 21:00)
Other packages that cited FactorCopulaModel R package
View FactorCopulaModel citation profile
Other R packages that FactorCopulaModel depends, imports, suggests or enhances
Complete documentation for FactorCopulaModel
Functions, R codes and Examples using the FactorCopulaModel R package
Full FactorCopulaModel package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

pooling  
Fit Poolwise Regression Models
Functions for calculating power and fitting regression models in studies where a biomarker is measur ...
Download / Learn more Package Citations See dependency  
ggblanket  
Simplify 'ggplot2' Visualisation
Simplify 'ggplot2' visualisation with 'ggblanket' wrapper functions. ...
Download / Learn more Package Citations See dependency  
Rgb  
The R Genome Browser
Classes and methods to efficiently handle (slice, annotate, draw ...) genomic features (such as gene ...
Download / Learn more Package Citations See dependency  
rzentra  
Client for the 'ZENTRA Cloud' API
Provides functionality to read settings, statuses and readings of weather stations from the 'ZENTRA ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,376

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA