pmfcm: CDF of the exponential Factor Copula Model (vector input)

In eFCM: Exponential Factor Copula Model

CDF of the exponential Factor Copula Model (vector input)

Description

Computes the eFCM-based P(W \leq w) for a single d-dimensional vector w.

Usage

pmfcm(
  w,
  lambda,
  delta,
  dist = NULL,
  coord = NULL,
  smooth = 0.5,
  abseps = 1e-05,
  releps = 1e-05,
  maxpts = 25000,
  miles = FALSE
)

Arguments

w	Numeric vector of length d.
lambda, delta	Positive scalars: common-factor rate \lambda and range \delta.
dist	Optional d\times d distance matrix. If NULL, provide coord.
coord	Optional two-column matrix/data.frame of coordinates (lon, lat) to build dist.
smooth	Matérn smoothness \nu (default 0.5).
abseps, releps	Absolute/relative tolerances for the MVN CDF.
maxpts	Maximum number of function evaluations for the MVN CDF.
miles	Logical; passed to fields::rdist.earth() if coord is used.

Value

A single numeric CDF value in [0,1].

Examples

data(LonLat)
d <- 2
w <- rep(0.3, d)
pmfcm(w, lambda = 2, delta = 100, coord = LonLat[1:2, ])

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