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FactorCopulaModel

Factor Copula Models

v0.1.1 · Nov 5, 2025 · GPL-3

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.

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24

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110

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Trend: -36.8% (30d vs prior 30d)

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3

Last 7 days

12

Last 30 days

0

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

13 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
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r-patched-linux-x86_64 OK
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r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Code

Structure

Lines of code

20,165

Files

150

Compiled share

65.3%

Has compiled src

Yes

Language breakdown

R 4,538 (22.5%)C/C++/src 13,167 (65.3%)Docs 2,460 (12.2%)

API

Exported functions

64

Internal functions

6

Recent export changes

v0.1.0+64 bb1_td2cpar, corDis, corvec2mat +61 more

Testing & CI

Has tests

No

Test-to-code ratio

0.00

testthat edition

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

100%

\dontrun example ratio

19.1%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

No

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

Unsafe pattern score

0

Dep constraint coverage

0%

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

3.5.0

System requirements

C++ standard

License

GPL-3

License flags

SPDX valid, OSI approved

History

Versions

2

First release

2025-10-29

Latest release

2025-11-06

Avg cadence

8 days

Cold removal rate

Dep drift

0

LOC over versions

v0.1.0: 20,328 LOCv0.1.1: 20,165 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Dependency Network

Dependencies Reverse dependencies cubature igraph VineCopula FactorCopulaModel

Version History

3 tracked
new 0.1.1 Mar 10, 2026
updated 0.1.1 ← 0.1.0 diff Nov 5, 2025
new 0.1.0 Oct 28, 2025