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Copula Factor Models

0packages depend
1.9Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Provides tools for factor analysis in high-dimensional settings under copula-based factor models. It includes functions to simulate factor-model data with copula-distributed idiosyncratic errors (e.g., Clayton, Gumbel, Frank, Student t and Gaussian copulas) and to perform diagnostic tests such as the Kaiser-Meyer-Olkin measure and Bartlett's test of sphericity. Estimation routines include principal component based factor analysis, projected principal component analysis, and principal orthogonal complement thresholding for large covariance matrix estimation. The philosophy of the package is described in Guo G. (2023) doi:10.1007/s00180-022-01270-z.

Install

Health

CRAN checks
13OK
Slowest check: 1.0 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.1.4
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
11
Examples that run
100%10 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
9%

Downloads

1.9K
CRAN downloads in the past year
Rank #19,747 · ~5/day · ~157/mo
Daily download trend is not available in this view yet.
26030 days
67390 days
1.9K1 year
Compare downloads with other packages →
Also on59 r2u11 autocran

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing CoFM adds 13 packages (7 with compiled code, 9.8 MB of source tarballs). Heaviest: copula 3.5 MB, colorspace 2.0 MB, GPArotation 1.6 MB.

Depends (1)
R >= 3.5.0
Imports (5)
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (2)
Author, Maintainer since 1.1.4 (2026)
Author
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • 1.1.4Latest
    2026-01-27 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-01-27
Total releases
1 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 3.5.0
Bundled data
149 KB / 1 file
Download size
167 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("CoFM")
Guo, G., & Gao, X. (2026). CoFM: Copula Factor Models (Version 1.1.4) [Computer software]. https://doi.org/10.32614/CRAN.package.CoFM

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for CoFM version 1.1.4 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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