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>.

Package details

AuthorMengran Li [aut, cre], Daniela Castro-Camilo [aut]
MaintainerMengran Li <m.li.3@research.gla.ac.uk>
LicenseGPL (>= 3)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("eFCM")

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eFCM documentation built on Sept. 9, 2025, 5:52 p.m.