Factor, Bi-Factor, Second-Order and Factor Tree Copula Models
Diagnostics to detect a factor dependence structure
Factor, bi-factor, second-order and factor tree copula models
Goodness-of-fit of factor copula models for mixed data
Goodness-of-fit of bi-factor and second-order copula models for item r...
Mapping of Kendall's tau and copula parameter
Maximum likelhood estimation of factor copula models for mixed data
Maximum likelhood estimation of factor tree copula models
Maximum likelihood estimation of the bi-factor and second-order copula...
Bivariate normal and Student cdfs with vectorized inputs
Polychoric correlation
Simulation of factor copula models for mixed continuous and discrete d...
Simulation of bi-factor and second-order copula models for item respon...
Simulation of 1- and 2-factor tree copula models for item response dat...
Model selection of the factor copula models for mixed data
Model selection of the 1- and 2-factor tree copula models for item res...
Model selection of the bi-factor and second-order copula models for it...
Diagnostics to detect tail dependence or tail asymmetry.
Continuous/count to ordinal responses
Vuong's test for the comparison of factor copula models
Vuong's test for the comparison of 1- and 2-factor tree copula models ...
Vuong's test for the comparison of bi-factor and second-order copula m...
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>.