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: 2026-01-22 13:15:54 UTC; admin
Repository: CRAN
Date/Publication: 2026-01-27 20:50:07 UTC
Built: R 4.6.0; ; 2026-04-26 00:13:58 UTC; unix
