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 |
| Reference manual: | eFCM.html , eFCM.pdf |
| Vignettes: |
prEurope (source, R code) |
| Package source: | eFCM_1.0.tar.gz |
| Windows binaries: | r-devel: eFCM_1.0.zip, r-release: eFCM_1.0.zip, r-oldrel: eFCM_1.0.zip |
| 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 |
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