Package: FactorCopulaModel
Title: Factor Copula Models
Version: 0.1.1
Authors@R: c(
    person("Harry", "Joe", role = "aut"),
    person("Pavel", "Krupskii", email = "pavel.krupskiy@unimelb.edu.au", role = c("aut","cre")),
    person("Xinyao", "Fan", role = "aut"),
    person("Allan", "Macleod", role = "cph"),
    person("Robert", "Gentleman", role = "cph"),
    person("Ross", "Ihaka", role = "cph"))
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.
License: GPL-3
Imports: cubature, igraph, VineCopula
Encoding: UTF-8
LazyData: true
NeedsCompilation: yes
Packaged: 2026-07-04 06:35:37 UTC; root
Author: Harry Joe [aut], Pavel Krupskii [aut, cre], Xinyao Fan [aut],
        Allan Macleod [cph], Robert Gentleman [cph], Ross Ihaka [cph]
Maintainer: Pavel Krupskii <pavel.krupskiy@unimelb.edu.au>
Depends: R (>= 3.5.0)
Repository: https://cran.r-universe.dev
Date/Publication: 2025-11-06 08:44:12 UTC
RemoteUrl: https://github.com/cran/FactorCopulaModel
RemoteRef: HEAD
RemoteSha: f2daf20e8dcd126b3bf44a79658e67aa57ec0ce2