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)evgam_1.0.2.zip(r-4.6)evgam_1.0.2.zip(r-4.5)
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✨
card.svg |card.png
evgam/json (API)
NEWS

# 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

8.07 score 10 stars 14 packages 178 scripts 4.5k downloads 25 exports 6 dependencies

Last updated from:339c8e62ac. Checks:11 WARNING, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64WARNING312
linux-devel-x86_64WARNING328
source / vignettesOK335
linux-release-arm64WARNING327
linux-release-x86_64WARNING291
macos-release-arm64WARNING355
macos-release-x86_64WARNING393
macos-oldrel-arm64WARNING237
macos-oldrel-x86_64WARNING455
windows-develWARNING434
windows-releaseWARNING380
windows-oldrelWARNING355
wasm-releaseOK233

Exports:bgev2gevcolplotdbgevdf2matdfdfbinddfrunmaxdlaplaceevgamextremalfevgamgeoevgamgev2bgevginv.evgampbgevpinvplaplacepolariseqbgevqevqlaplacerbgevrlaplacermvnormrunmaxseq_between

Dependencies:latticeMatrixmgcvnlmeRcppRcppArmadillo

Readme and manuals

Help Manual

Help pageTopics
Conversion between blended generalised extreme value distribution and generalised extreme value distribution parametersbgev2gev gev2bgev
Scatter plot, with variable-based point colourscolplot
Conditional extreme value model negative log-likelihoodcondexd0 condexd12 condexd34
Colorado daily precipitation accumulationsCOelev COprcp COprcp_meta
Custom distributions with 'evgam'custom.family.evgam
The blended generalised extreme value distributiondbgev pbgev qbgev rbgev
Convert a response vector in a data frame to a matrixdf2matdf
Bind a list a data framesdfbind
Fitting generalised additive extreme-value family modelsevgam fevgam
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
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