Package: CoFM
Type: Package
Title: Copula Factor Models
Version: 1.1.4
Authors@R: c(person(given = "Guangbao", family = "Guo", role = c("aut", "cre"), email = "ggb11111111@163.com"),
    person(given = "Xin", family = "Gao", role = "aut"))
Author: Guangbao Guo [aut, cre], Xin Gao [aut]
Maintainer: Guangbao Guo <ggb11111111@163.com>
Description: 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>.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
Depends: R (>= 3.5.0)
Suggests: testthat (>= 3.0.0), spelling
NeedsCompilation: no
Imports: MASS, psych, copula, matrixcalc, stats
Language: en-US
Packaged: 2026-07-03 22:33:46 UTC; root
Config/pak/sysreqs: libgsl0-dev
Repository: https://guangbaog.r-universe.dev
Date/Publication: 2026-01-27 20:50:07 UTC
RemoteUrl: https://github.com/cran/CoFM
RemoteRef: HEAD
RemoteSha: 81e63bb21d55d2eed59a6e37f7e1e78f54224681