evgam: Generalised Additive Extreme Value Models (original) (raw)
Methods for fitting various extreme value distributions with parameters of generalised additive model (GAM) form are provided. For details of distributions see Coles, S.G. (2001) <doi:10.1007/978-1-4471-3675-0>, GAMs see Wood, S.N. (2017) <doi:10.1201/9781315370279>, and the fitting approach see Wood, S.N., Pya, N. & Safken, B. (2016) <doi:10.1080/01621459.2016.1180986>. Details of how evgam works and various examples are given in Youngman, B.D. (2022) <doi:10.18637/jss.v103.i03>.
| Version: | 1.0.0 |
|---|---|
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp (≥ 1.0.8.3), mgcv |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2022-06-28 |
| DOI: | 10.32614/CRAN.package.evgam |
| Author: | Ben Youngman |
| Maintainer: | Ben Youngman <b.youngman at exeter.ac.uk> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Citation: | evgam citation info |
| Materials: | NEWS |
| In views: | ExtremeValue |
| CRAN checks: | evgam results |
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