Exponential Factor Copula Model


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Documentation for package ‘eFCM’ version 1.0

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eFCM-package eFCM: Exponential Factor Copula Model
AIC.fcm Akaike Information Criterion (AIC) for fcm objects
AICc Corrected Akaike Information Criterion (AICc) for fcm objects
AICc.fcm Corrected Akaike Information Criterion (AICc) for fcm objects
BIC.fcm Bayesian Information Criterion (BIC) for fcm objects
cf_data Counterfactual daily precipitation data
chi Tail Dependence Coefficient (Chi Statistic)
chi.fcm Tail Dependence Coefficient (Chi Statistic)
chiplot Chi Plot for Fitted eFCM Model
chiplot.fcm Chi Plot for Fitted eFCM Model
coef.fcm Extract Model Coefficients
counterfactual Weekly Maxima of Counterfactual Precipitation in Europe
dfcm The Distribution of Univariate Factor Copula Model
Echi Tail Dependence Coefficient (Chi Statistic)
fcm Fit the exponential Factor Copula Model (eFCM)
fdata Transform datasets for factor copula modeling
fit Example fitted eFCM object
logLik.fcm Log-likelihood of a fitted factor copula model
LonLat Spatial coordinates of European stations
neighborhood_HT Homogeneous neighborhood selection
pfcm The Distribution of Univariate Factor Copula Model
pmfcm CDF of the exponential Factor Copula Model (vector input)
qfcm The Distribution of Univariate Factor Copula Model
qqplot Q–Q Plot for Fitted Factor Copula Model
qqplot.fcm Q–Q Plot for Fitted Factor Copula Model
rfcm The Distribution of Univariate Factor Copula Model
rmfcm Random generation from the exponential Factor Copula Model (eFCM)
summary.fcm Summarizing Factor Copula Model Fits