Factor Copula Models
Inference methods for factor copula models for continuous data in Krupskii and Joe (2013) , Krupskii and Joe (2015) , Fan and Joe (2024) , one factor truncated vine models in Joe (2018) , and Gaussian oblique factor models. Functions for computing tail-weighted dependence measures in Lee, Joe and Krupskii (2018) and estimating tail dependence parameter.