Package: FactorCopula 0.9.3

Aristidis K. Nikoloulopoulos

FactorCopula: 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) <doi:10.1111/bmsp.12231>; (2) bi-factor and second-order copula models for item response data in Kadhem and Nikoloulopoulos (2023) <doi:10.1007/s11336-022-09894-2>; (3) factor tree copula models for item response data in Kadhem and Nikoloulopoulos (2022) <arxiv:2201.00339>.

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

FactorCopula_0.9.3.tar.gz
FactorCopula_0.9.3.tar.gz(r-4.5-noble)FactorCopula_0.9.3.tar.gz(r-4.4-noble)
FactorCopula_0.9.3.tgz(r-4.4-emscripten)FactorCopula_0.9.3.tgz(r-4.3-emscripten)
FactorCopula.pdf |FactorCopula.html✨
FactorCopula/json (API)

# Install 'FactorCopula' in R:
install.packages('FactorCopula', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • GSS - The 1994 General Social Survey
  • PE - Political-economic risk of 62 countries for the year 1987
  • PTSD - The Post-traumatic stress disorder
  • TAS - Toronto Alexithymia Scale

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

fortran

1.00 score 3 scripts 196 downloads 37 exports 20 dependencies

Last updated 2 years agofrom:533ac9d051. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 10 2024
R-4.5-linux-x86_64OKDec 10 2024

Exports:continuous2ordinalcopselect1FactorTreecopselect2FactorTreecount2ordinaldiscrepancyM2.1FM2.2FM2BifactorM2Second_ordermle1factormle1FactorTreemle2factormle2factor.bvnmle2FactorTreemleBifactormleSecond_orderpar2taupbnormpbvtpolychoric0r1factorr1factortreer2factorr2factortreerBifactorrSecond_orderselect1Fselect2FselectBifactorselectFactorTrVineselectSecond_ordersemicorrtau2parvuong_FactorTreevuong_structuredvuong.1fvuong.2f

Dependencies:abindADGofTestadmiscclicpp11glueigraphlatticelifecyclemagrittrMASSmatlabMatrixmvtnormpkgconfigpolycorrlangstatmodvctrsVineCopula

Readme and manuals

Help Manual

Help pageTopics
Factor, bi-factor, second-order and factor tree copula modelsFactorCopula-package
Diagnostics to detect a factor dependence structurediscrepancy
The 1994 General Social SurveyGSS
Goodness-of-fit of factor copula models for mixed dataM2.1F M2.2F M2.Factor
Goodness-of-fit of bi-factor and second-order copula models for item response dataM2.StructuredFactor M2Bifactor M2Second_order
Mapping of Kendall's tau and copula parametermapping par2tau tau2par
Maximum likelhood estimation of factor copula models for mixed datamle.Factor mle1factor mle2factor mle2factor.bvn
Maximum likelhood estimation of factor tree copula modelsmle.FactorTree mle1FactorTree mle2FactorTree
Maximum likelihood estimation of the bi-factor and second-order copula models for item response datamle.StructuredFactor mleBifactor mleSecond_order
Bivariate normal and Student cdfs with vectorized inputspbnorm pbvt
Political-economic risk of 62 countries for the year 1987PE
Polychoric correlationpolychoric0
The Post-traumatic stress disorder (PTSD)PTSD
Simulation of factor copula models for mixed continuous and discrete datar1factor r2factor rfactor
Simulation of 1- and 2-factor tree copula models for item response datar1factortree r2factortree rFactorTree
Simulation of bi-factor and second-order copula models for item response datarBifactor rSecond_order rStructuredFactor
Model selection of the factor copula models for mixed dataSelect.Factor select1F select2F
Model selection of the 1- and 2-factor tree copula models for item response datacopselect1FactorTree copselect2FactorTree Select.FactorTree selectFactorTrVine
Model selection of the bi-factor and second-order copula models for item response dataSelect.StructuredFactor selectBifactor selectSecond_order
Diagnostics to detect tail dependence or tail asymmetry.semicorr
Toronto Alexithymia Scale (TAS)TAS
Continuous/count to ordinal responsescontinuous2ordinal count2ordinal transformation
Vuong's test for the comparison of factor copula modelsvuong.1f vuong.2f Vuong.Factor
Vuong's test for the comparison of 1- and 2-factor tree copula models for item response dataVuong.FactorTree vuong_FactorTree
Vuong's test for the comparison of bi-factor and second-order copula modelsVuong.StructuredFactor vuong_structured