FactorCopula

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

CRAN Package

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) doi:10.48550/arXiv.2201.00339.


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  • Depends2 packages
  • Imports4 packages