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eFCM  

Exponential Factor Copula Model
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
[Scholar Profile | Author Map]
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 01 Sep. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited eFCM R package
View eFCM citation profile
Other R packages that eFCM depends, imports, suggests or enhances
Complete documentation for eFCM
Functions, R codes and Examples using the eFCM R package
Full eFCM package functions and examples
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