Title: Bivariate Copula Based Regression Models
Author: Nicole Kraemer, Daniel Silvestrini
Description: This R-packages presents a bivariate, copula-based model
for the joint distribution of a pair of continuous and discrete
random variables. The two marginal random variables are modeled
via generalized linear models, and their joint distribution
(represented by a parametric copula family) is estimated using

Depends: R (>= 2.11.0), MASS, VineCopula

Title: An R Package for Computing Statistical Indices to Detect Answer
Description: This R package contains several IRT and non-IRT based
statistical indices proposed in the literature for detecting
answer copying on multiple-choice examinations. The current R
package includes the indices that have been shown as effective
and reliable based on the simulation studies. The CopyDetect
package provides results for the Omega index (Wollack, 1996),
Generalized Binomial Test (van der Linden & Sotaridona, 2006),
K index (Holland, 1996), K1 and K2 indices (Sotaridona &
Meijer, 2002), and S1 and S2 indices (Sotaridona & Meijer,

Title: Computing Statistical Indices to Detect Answer Copying on
Description: CopyDetect contains several IRT and non-IRT based statistical indices proposed in the literature for detecting answer copying on multiple-choice examinations. CopyDetect includes the indices that have been shown as effective and reliable based on the simulation studies. CopyDetect provides results for the Omega index (Wollack, 1996), Generalized Binomial Test (van der Linden & Sotaridona, 2006), K index (Holland, 1996), K1 and K2 indices (Sotaridona & Meijer, 2002), and S1 and S2 indices (Sotaridona & Meijer, 2003).

Description: Contains several IRT and non-IRT based statistical indices proposed in the literature for detecting answer copying on multiple-choice examinations. Includes the indices that have been shown as effective and reliable based on the simulation studies. Provides results for the Omega index, Generalized Binomial Test, K index, K1 and K2 indices, and S1 and S2 indices.