Bi-Factor Copula-Based Mixed Regression Models

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Documentation for package ‘BiFactorCopulaGAMM’ version 0.1.9

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bounds.cop Starting values, upper and lower bounds for parameter estimation of bi-factor copulas
bounds.mar Starting values, upper and lower bounds for parameter estimation of margins
condMeansBifactor Conditional mean of V for every cluster, all Y/X components jointly
condMeanV_bifactor Conditional (posterior) MEAN of the cluster-level factor V, for ONE cluster, all margins jointly
condMeanY Conditional mean of every Y-component given X, with or without a predicted V
condMeanY_given_X Conditional mean of every Y-component given X only (V integrated out), for each observation
condMeanY_given_XV Conditional mean of every Y-component given X and a predicted V, for each observation
condMediansBifactor Conditional median of V for every cluster, all Y/X components jointly
condMedianV_bifactor Conditional (posterior) median of the cluster-level factor V, for ONE cluster, all margins jointly
cpar2link Link to copula parameter
dlap Laplace pdf
EstBifactorCopulaGAMMFast Bi-factor copula estimation for clustered mixed data (fast version)
EstBifactorTwoStep Two-step ("IFM"-style) estimation for the bi-factor copula GAMM
EstMargin1Factor Step 1 of the two-step bi-factor estimator: single-margin, 1-factor fit
expcpdf Exponential cdf/pdf and ders
geomcpdf Geometric with p = 1/(1+exp(-th)) cdf/pdf and ders
invfuncNew Inverse function
lapcpdf Laplace cdf/pdf and ders
link2parM Parameter values from link parameter for margins
margins0 Margins cdf/pdf
nbinom1cpdf Negative binomial cdf/pdf and ders
nbinomcpdf Negative binomial cdf/pdf and ders
normcpdf normal cdf/pdf and ders
param.dim Number of parameters
plap Laplace cdf
poiscpdf Poisson cdf/pdf and ders
qcondcla Inverse clayton
qcondfgm Inverse FGM (B10)
qcondfra Inverse Frank
qcondgal Inverse Galambos
qcondgum Inverse Gumbel
qcondhr Inverse Huesler-Reiss
qcondjoe Inverse Joe
qcondNew Inverse conditional cdf
qcondnor Inverse Gaussian
qcondpla Inverse Plackett
qcondt Inverse Student
qlap Laplace quantile
qmargin Quantiles of margins
Sim2Cluster Simulation of clustered data using bi-factor copulas
tcpdf Student cdf/pdf and ders
weibcpdf Weibul cdf/pdf and ders