Package: evgam 1.0.2

evgam: Generalised Additive Extreme Value Models

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>.

Authors:Ben Youngman [aut, cre]

evgam_1.0.2.tar.gz
evgam_1.0.2.zip(r-4.7-x86_64)evgam_1.0.2.zip(r-4.7-arm64)evgam_1.0.2.zip(r-4.6-x86_64)evgam_1.0.2.zip(r-4.6-arm64)evgam_1.0.2.zip(r-4.5-x86_64)
evgam_1.0.2.tgz(r-4.6-x86_64)evgam_1.0.2.tgz(r-4.6-arm64)evgam_1.0.2.tgz(r-4.5-x86_64)evgam_1.0.2.tgz(r-4.5-arm64)
evgam_1.0.2.tar.gz(r-4.7-arm64)evgam_1.0.2.tar.gz(r-4.7-x86_64)evgam_1.0.2.tar.gz(r-4.6-arm64)evgam_1.0.2.tar.gz(r-4.6-x86_64)
evgam_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
evgam/json (API)

# Install 'evgam' in R:
install.packages('evgam', repos = c('https://byoungman.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/byoungman/evgam/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • COelev - Colorado daily precipitation accumulations
  • COprcp - Colorado daily precipitation accumulations
  • COprcp_meta - Colorado daily precipitation accumulations
  • FCtmax - Fort Collins, Colorado, US daily max. temperatures
  • fremantle - Annual Maximum Sea Levels at Fremantle, Western Australia

On CRAN:

Conda:

openblascppopenmp

7.90 score 10 stars 12 packages 114 scripts 3.5k downloads 25 exports 6 dependencies

Last updated from:78b023262a. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK258
linux-devel-x86_64OK212
source / vignettesOK330
linux-release-arm64OK276
linux-release-x86_64OK294
macos-release-arm64OK308
macos-release-x86_64OK803
macos-oldrel-arm64OK345
macos-oldrel-x86_64OK754
windows-devel-arm64OK584
windows-devel-x86_64OK451
windows-release-arm64OK587
windows-release-x86_64OK416
windows-oldrel-x86_64OK267
wasm-releaseOK186

Exports:bgev2gevcolplotdbgevdf2matdfdfbinddfrunmaxdlaplaceevgamevgam.controlextremalgeoevgamgev2bgevginv.evgampbgevpinvplaplacepolariseqbgevqevqlaplacerbgevrlaplacermvnormrunmaxseq_between

Dependencies:latticeMatrixmgcvnlmeRcppRcppArmadillo

Readme and manuals

Help Manual

Help pageTopics
The blended generalised extreme value distributionbgev dbgev pbgev qbgev rbgev
Conversion between blended generalised extreme value distribution and generalised extreme value distribution parametersbgev2gev gev2bgev
Scatter plot, with variable-based point colourscolplot
Colorado daily precipitation accumulationsCOelev COprcp COprcp_meta
Custom distributions with 'evgam'custom.family.evgam
Convert a response vector in a data frame to a matrixdf2matdf
Bind a list of data framesdfbind
Fitting generalised additive extreme-value family modelsevgam
Create control parameters for evgam fittingevgam.control
Estimate extremal index using `intervals' methodextremal
Distribution families in 'evgam'family.evgam
Fort Collins, Colorado, US daily max. temperaturesFCtmax
Extract Model Fitted Valuesfitted.evgam
Annual Maximum Sea Levels at Fremantle, Western Australiafremantle
Fit Geometric Extreme Value Generalized Additive Modelsgeoevgam
The Laplace Distributiondlaplace laplace plaplace qlaplace rlaplace
Log-likelihood, AIC and BIC from a fitted 'evgam' objectlogLik.evgam
Moore-Penrose pseudo-inverse of a matrixginv.evgam pinv
Plot a fitted 'evgam' objectplot.evgam
Plot results of a geoevgam fitplot.geoevgam
Convert Cartesian coordinates to Polar coordinatespolarise
Predictions from a fitted 'evgam' objectpredict.evgam
Predictions from a geoevgam fitpredict.geoevgam
Print a fitted 'evgam' objectprint.evgam
Quantile estimation of a composite extreme value distributionqev
Generate Random Multivariate Normal Draws via Pivoted Choleskyrmvnorm
Running maximumdfrunmax runmax
More Sequence Generationseq_between
Simulations from a fitted 'evgam' objectsimulate.evgam
Summary method for a fitted 'evgam' objectprint.summary.evgam summary.evgam