# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "CoFM" in publications use:' type: software license: MIT title: 'CoFM: Copula Factor Models' version: 1.1.4 doi: 10.32614/CRAN.package.CoFM abstract: 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) . authors: - family-names: Guo given-names: Guangbao email: ggb11111111@163.com - family-names: Gao given-names: Xin repository: https://guangbaog.r-universe.dev commit: 81e63bb21d55d2eed59a6e37f7e1e78f54224681 date-released: '2026-01-27' contact: - family-names: Guo given-names: Guangbao email: ggb11111111@163.com