R: Copula Factor Models

# Copula Factor Models

## Documentation for package ‘CoFM’ version 1.1.4

- DESCRIPTION file

## Help Pages

air_quality | Air Quality Data Set
CoFM | Generate Copula Factor Models Data and Perform Tests
Copula_errors | Generate Copula-Distributed Error Terms
FanPC_basic | Perform Basic FanPC Factor Analysis
FanPC_CoFM | Perform Factor Analysis via Principal Component (FanPC) for CoFM
PC_CoFM | Perform PCA-based Factor Estimation for CoFM
poet | POET: Principal Orthogonal complEment Thresholding
PPC_basic | Perform Basic Projected PCA (PPC) Estimation
PPC_CoFM | Perform Projected PCA (PPC) Estimation for CoFM
PPC_new | Center-then-PCA: Projection on the Orthogonal Complement of the Mean Vector
PPC_u | Projection-on-Complement PCA (Generalized)