coef.fcm: Extract Model Coefficients

In eFCM: Exponential Factor Copula Model

Extract Model Coefficients

Description

Extract estimated model parameters from objects returned by fcm(). Optionally computes confidence intervals via either the observed Hessian (Delta method, on the log scale) or bootstrap sampling.

Usage

## S3 method for class 'fcm'
coef(object, ..., method = c("default", "hessian", "boot"), ci = 0.95)

Arguments

object	An object of class "fcm", typically the result of fcm().
...	Further arguments passed to or from other methods.
method	Character string specifying the method used to compute confidence intervals. One of "default" (point estimate only), "hessian" (Delta method on log-scale), or "boot" (percentile bootstrap).
ci	Confidence level for the interval estimation (e.g., 0.95). If NULL, no confidence interval is returned.

Details

If method = "hessian", confidence intervals are constructed on the log scale using the Delta method, then exponentiated to return to the original parameter scale. If method = "boot", confidence intervals are computed as empirical quantiles of the bootstrap replicates.

Value

If method = "default", returns a named vector of parameter estimates. If method = "hessian" or method = "boot", returns a data.frame with columns:

• par: the estimated parameter

• lower: lower bound of the CI

• upper: upper bound of the CI

See Also

fcm()

Examples

data(fit)
coef(fit)
coef(fit, method = "hessian", ci = 0.95)
coef(fit, method = "boot", ci = 0.95)

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