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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>.
Getting started
Browse package contents
Package details |
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| Author | Ben Youngman |
| Maintainer | Ben Youngman <b.youngman@exeter.ac.uk> |
| License | GPL-3 |
| Version | 1.0.0 |
| Package repository | View on CRAN |
| Installation |
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