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) .


Reference manual

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install.packages("eFCM")

1.0 by Mengran Li, a year ago


Browse source code at https://github.com/cran/eFCM


Authors: Mengran Li [aut, cre] , Daniela Castro-Camilo [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, nsRFA, ismev, fields, mnormt, numDeriv, pbmcapply, boot, progress

Suggests knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo


See at CRAN