Package: BiFactorCopulaGAMM 0.1.9

Bruno N Remillard

BiFactorCopulaGAMM: Bi-Factor Copula-Based Mixed Regression Models

Estimation of 2-level bi-factor copula regression models for clustered data where the (multivariate) response variables can be either discrete or continuous, while the copulas for the bi-factor models are taken from the package 'CopulaGAMM'.

Authors:Pavel Krupskii [aut, ctb, cph], Bouchra R. Nasri [aut, ctb, cph], Bruno N Remillard [aut, cre, cph]

BiFactorCopulaGAMM_0.1.9.tar.gz
BiFactorCopulaGAMM_0.1.9.zip(r-4.7-x86_64)BiFactorCopulaGAMM_0.1.9.zip(r-4.7-arm64)BiFactorCopulaGAMM_0.1.9.zip(r-4.6-x86_64)BiFactorCopulaGAMM_0.1.9.zip(r-4.6-arm64)
BiFactorCopulaGAMM_0.1.9.tar.gz(r-4.7-arm64)BiFactorCopulaGAMM_0.1.9.tar.gz(r-4.7-x86_64)BiFactorCopulaGAMM_0.1.9.tar.gz(r-4.6-arm64)BiFactorCopulaGAMM_0.1.9.tar.gz(r-4.6-x86_64)
BiFactorCopulaGAMM_0.1.9.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
BiFactorCopulaGAMM/json (API)

# Install 'BiFactorCopulaGAMM' in R:
install.packages('BiFactorCopulaGAMM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openmp

1.00 score 19 exports 3 dependencies

Last updated from:164971aa15. Checks:10 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK79
linux-devel-x86_64OK106
source / vignettesOK175
linux-release-arm64OK80
linux-release-x86_64OK95
windows-devel-arm64OK200
windows-devel-x86_64OK202
windows-release-arm64OK200
windows-release-x86_64OK141
wasm-releaseOK98

Exports:bounds.copbounds.marcondMeansBifactorcondMeanV_bifactorcondMeanYcondMeanY_given_XcondMeanY_given_XVcondMediansBifactorcondMedianV_bifactorcpar2linkEstBifactorCopulaGAMMFastEstBifactorTwoStepEstMargin1Factorlink2parMmargins0param.dimqcondNewqmarginSim2Cluster

Dependencies:CopulaGAMMmatrixStatsstatmod

Readme and manuals

Help Manual

Help pageTopics
Starting values, upper and lower bounds for parameter estimation of bi-factor copulasbounds.cop
Starting values, upper and lower bounds for parameter estimation of marginsbounds.mar
Conditional mean of V for every cluster, all Y/X components jointlycondMeansBifactor
Conditional (posterior) MEAN of the cluster-level factor V, for ONE cluster, all margins jointlycondMeanV_bifactor
Conditional mean of every Y-component given X, with or without a predicted VcondMeanY
Conditional mean of every Y-component given X only (V integrated out), for each observationcondMeanY_given_X
Conditional mean of every Y-component given X and a predicted V, for each observationcondMeanY_given_XV
Conditional median of V for every cluster, all Y/X components jointlycondMediansBifactor
Conditional (posterior) median of the cluster-level factor V, for ONE cluster, all margins jointlycondMedianV_bifactor
Link to copula parametercpar2link
Laplace pdfdlap
Bi-factor copula estimation for clustered mixed data (fast version)EstBifactorCopulaGAMMFast
Two-step ("IFM"-style) estimation for the bi-factor copula GAMMEstBifactorTwoStep
Step 1 of the two-step bi-factor estimator: single-margin, 1-factor fitEstMargin1Factor
Exponential cdf/pdf and dersexpcpdf
Geometric with p = 1/(1+exp(-th)) cdf/pdf and dersgeomcpdf
Inverse functioninvfuncNew
Laplace cdf/pdf and derslapcpdf
Parameter values from link parameter for marginslink2parM
Margins cdf/pdfmargins0
Negative binomial cdf/pdf and dersnbinom1cpdf
Negative binomial cdf/pdf and dersnbinomcpdf
normal cdf/pdf and dersnormcpdf
Number of parametersparam.dim
Laplace cdfplap
Poisson cdf/pdf and derspoiscpdf
Inverse claytonqcondcla
Inverse FGM (B10)qcondfgm
Inverse Frankqcondfra
Inverse Galambosqcondgal
Inverse Gumbelqcondgum
Inverse Huesler-Reissqcondhr
Inverse Joeqcondjoe
Inverse conditional cdfqcondNew
Inverse Gaussianqcondnor
Inverse Plackettqcondpla
Inverse Studentqcondt
Laplace quantileqlap
Quantiles of marginsqmargin
Simulation of clustered data using bi-factor copulasSim2Cluster
Student cdf/pdf and derstcpdf
Weibul cdf/pdf and dersweibcpdf