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eFCM
View on CRAN: Click
here
Download and install eFCM package within the R console
Install from CRAN:
install.packages("eFCM")
Install from Github:
library("remotes")
install_github("cran/eFCM") Install by package version:
library("remotes")
install_version("eFCM", "1.0") Attach the package and use:
library("eFCM")
Maintained by
Mengran Li
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All associated links for this package
First Published: 2025-09-09
Latest Update: 2025-09-09
Description:
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>.
How to cite:
Mengran Li (2025). eFCM: Exponential Factor Copula Model. R package version 1.0, https://cran.r-project.org/web/packages/eFCM. Accessed 23 Sep. 2026.
Previous versions and publish date:
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