Factor Copula Models for Mixed Continuous and Discrete Data

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Documentation for package ‘FactorCopula’ version 0.5

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FactorCopula-package Factor copula models for mixed continuous and disrete data
continuous2ordinal Continuous/count to ordinal responses
count2ordinal Continuous/count to ordinal responses
discrepancy Diagnostics to detect a factor dependence structure.
GSS The 1994 General Social Survey
M2 Goodness-of-fit of factor copula models for mixed data
M2.1F Goodness-of-fit of factor copula models for mixed data
M2.2F Goodness-of-fit of factor copula models for mixed data
mle Maximum likelhood estimation of factor copula models for mixed data
mle1factor Maximum likelhood estimation of factor copula models for mixed data
mle2factor Maximum likelhood estimation of factor copula models for mixed data
mle2factor.bvn Maximum likelhood estimation of factor copula models for mixed data
par2tau Mapping of Kendall's tau and copula parameter
PE Political-economic risk of 62 countries for the year 1987
r1factor Simulation of factor copula models for mixed continuous and discrete data
r2factor Simulation of factor copula models for mixed continuous and discrete data
rfactor Simulation of factor copula models for mixed continuous and discrete data
select Model selection of the factor copula models for mixed data
select1F Model selection of the factor copula models for mixed data
select2F Model selection of the factor copula models for mixed data
semicorr Diagnostics to detect tail dependence or tail asymmetry.
tau2par Mapping of Kendall's tau and copula parameter
vuong Vuong's test for the comparison of factor copula models
vuong.1f Vuong's test for the comparison of factor copula models
vuong.2f Vuong's test for the comparison of factor copula models