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eFCM: Exponential Factor Copula Model

Implements the exponential Factor Copula Model (eFCM) of Castro-Camilo, D. and Huser, R. (2020) for spatial extremes, with tools for dependence estimation, tail inference, and visualization. The package supports likelihood-based inference, Gaussian process modeling via Matérn covariance functions, and bootstrap uncertainty quantification. See Castro-Camilo and Huser (2020) <doi:10.1080/01621459.2019.1647842>.

Version: 1.0
Depends: R (≥ 3.5.0)
Imports: Rcpp, nsRFA, ismev, fields, mnormt, numDeriv, pbmcapply, boot, progress
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2025-09-09
DOI: 10.32614/CRAN.package.eFCM
Author: Mengran Li [aut, cre], Daniela Castro-Camilo [aut]
Maintainer: Mengran Li <m.li.3 at research.gla.ac.uk>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: eFCM results

Documentation:

Reference manual: eFCM.html , eFCM.pdf
Vignettes: prEurope (source, R code)

Downloads:

Package source: eFCM_1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): eFCM_1.0.tgz, r-oldrel (arm64): eFCM_1.0.tgz, r-release (x86_64): eFCM_1.0.tgz, r-oldrel (x86_64): eFCM_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=eFCM to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.