Factor Copula Models R package FactorCopulaModel version 0.1.1 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. Software Depends: R (>= 3.5.0) Imports: cubature, igraph, VineCopula Pavel Krupskii <pavel.krupskiy@unimelb.edu.au> Comprehensive R Archive Network (CRAN) Harry Joe [aut], Pavel Krupskii [aut, cre], Xinyao Fan [aut], Allan Macleod [cph], Robert Gentleman [cph], Ross Ihaka [cph] GPL-3 2025-11-06 application/tgz https://CRAN.R-project.org/package=FactorCopulaModel doi:10.32614/CRAN.package.FactorCopulaModel