Copula Factor Models R package CoFM version 1.1.4 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>. Software Depends: R (>= 3.5.0) Imports: MASS, psych, copula, matrixcalc, stats Suggests: testthat (>= 3.0.0), spelling Guangbao Guo <ggb11111111@163.com> Comprehensive R Archive Network (CRAN) Guangbao Guo [aut, cre], Xin Gao [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=CoFM/LICENSE) 2026-01-27 application/tgz https://CRAN.R-project.org/package=CoFM doi:10.32614/CRAN.package.CoFM en-US