Package: evgam 1.0.1

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

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

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Last updated 2 months agofrom:ce5838427a. Checks:OK: 1 WARNING: 8. Indexed: yes.

Exports:bgev2gevcolplotdbgevdf2matdfdfbinddfrunmaxevgamextremalfevgamgev2bgevginv.evgampbgevpinvqbgevqevrbgevrunmaxseq_between

Dependencies:latticeMatrixmgcvnlmeRcppRcppArmadillo