chiplot: Chi Plot for Fitted eFCM Model

In eFCM: Exponential Factor Copula Model

Chi Plot for Fitted eFCM Model

Description

Plots the eFCM conditional exceedance probability \chi_h(u).

Usage

## S3 method for class 'fcm'
chiplot(
  object,
  h = NULL,
  method = c("default", "hessian", "boot"),
  ci = 0.95,
  emp = TRUE,
  which = c(1, 2),
  ...
)

chiplot(object, ...)

Arguments

object	An object of class "fcm" returned by fcm().
h	A positive numeric distance in kilometers. If NULL and emp = TRUE, inferred from coord[which, ].
method	Character. Method for computing confidence intervals. One of "default", "hessian", or "boot".
ci	Confidence level for interval estimation.
emp	Logical. Whether to add empirical chi estimates.
which	Integer vector of length 2. Locations to compute empirical chi.
...	Further arguments passed to base plotting functions (e.g., main, xlab, ylab, etc.).

Value

A (invisible) list containing chi estimates and confidence bounds:

chi.u

Estimated chi values.

chi.lower

Lower confidence bounds (if applicable).

chi.upper

Upper confidence bounds (if applicable).

chi.emp

Empirical chi curve (if emp = TRUE).

h

Distance used.

References

Castro-Camilo, D. and Huser, R. (2020). Local likelihood estimation of complex tail dependence structures, applied to US precipitation extremes. Journal of the American Statistical Association, 115(531), 1037–1054.

See Also

chi(), Echi()

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