Package: eFCM 1.0

Mengran Li

eFCM: Exponential Factor Copula Model

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>.

Authors:Mengran Li [aut, cre], Daniela Castro-Camilo [aut]

eFCM_1.0.tar.gz
eFCM_1.0.tar.gz(r-4.7-arm64)eFCM_1.0.tar.gz(r-4.7-x86_64)eFCM_1.0.tar.gz(r-4.6-arm64)eFCM_1.0.tar.gz(r-4.6-x86_64)
eFCM_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
eFCM/json (API)

# Install 'eFCM' in R:

install.packages('eFCM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

Datasets:

cf_data - Counterfactual daily precipitation data
counterfactual - Weekly Maxima of Counterfactual Precipitation in Europe
fit - Example fitted eFCM object
LonLat - Spatial coordinates of European stations

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblas cpp openmp

2.00 score 469 downloads 14 exports 29 dependencies

Last updated from:372b80ba59. Checks:6 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	162
linux-devel-x86_64	OK	168
source / vignettes	OK	296
linux-release-arm64	OK	162
linux-release-x86_64	OK	160
wasm-release	OK	162

Exports:AICc chi chiplot dfcm Echi fcm fdata neighborhood_HT pfcm pmfcm qfcm qqplot rfcm rmfcm

Dependencies:boot cli crayon dotCall64 fields glue hms ismev lattice lifecycle maps Matrix mgcv mnormt nlme nsRFA numDeriv pbmcapply pkgconfig prettyunits progress R6 RColorBrewer Rcpp RcppArmadillo rlang spam vctrs viridisLite

Using the eFCM Package: An Example with European Winter Precipitation

Rendered fromprEurope.Rmdusingknitr::rmarkdown

Last update: 2025-09-09
Started: 2025-09-09

Help page	Topics
eFCM: Exponential Factor Copula Model	eFCM-package
Akaike Information Criterion (AIC) for fcm objects	AIC.fcm
Corrected Akaike Information Criterion (AICc) for fcm objects	AICc AICc.fcm
Bayesian Information Criterion (BIC) for fcm objects	BIC.fcm
Counterfactual daily precipitation data	cf_data
Tail Dependence Coefficient (Chi Statistic)	chi chi.fcm Echi
Chi Plot for Fitted eFCM Model	chiplot chiplot.fcm
Extract Model Coefficients	coef.fcm
Weekly Maxima of Counterfactual Precipitation in Europe	counterfactual
Fit the exponential Factor Copula Model (eFCM)	fcm
Transform datasets for factor copula modeling	fdata
Example fitted eFCM object	fit
Log-likelihood of a fitted factor copula model	logLik.fcm
Spatial coordinates of European stations	LonLat
Homogeneous neighborhood selection	neighborhood_HT
The Distribution of Univariate Factor Copula Model	dfcm pfcm qfcm rfcm
CDF of the exponential Factor Copula Model (vector input)	pmfcm
Q–Q Plot for Fitted Factor Copula Model	qqplot qqplot.fcm
Random generation from the exponential Factor Copula Model (eFCM)	rmfcm
Summarizing Factor Copula Model Fits	summary.fcm

Package: eFCM 1.0

eFCM: Exponential Factor Copula Model

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)