oogev.fit: Maximum-likelihood Fitting of the GEV Distribution

In RuoqingYin/oolax: Object-orientated Loglikelihood Adjustment for Extreme Value Models

Description

This is a slightly modified version of the gev.fit function in the ismev package. The modification is to add to the returned object the arguments xdat, ydat, mulink, siglink, shlink and matrices mumat, sigmat, shmat giving the respective regression design matrices for the location, scale and shape parameters of the model. For additional information, please check gev.fit.

Usage

oogev.fit(xdat, ydat = NULL, mul = NULL, sigl = NULL, shl = NULL,
  mulink = identity, siglink = identity, shlink = identity,
  muinit = NULL, siginit = NULL, shinit = NULL, show = TRUE,
  method = "Nelder-Mead", maxit = 10000, ...)

References

Heffernan, J. E. and Stephenson, A. G. (2018). ismev: An Introduction to Statistical Modeling of Extreme Values. R package version 1.42. https://CRAN.R-project.org/package=ismev.

Examples

got_ismev <- requireNamespace("ismev", quietly = TRUE)
if (got_ismev) {
  fit1 <- gev.fit(revdbayes::portpirie, show = FALSE)
  ls(fit1)
  fit2 <- oogev.fit(revdbayes::portpirie, show = FALSE)
  ls(fit2)
}

RuoqingYin/oolax documentation built on May 28, 2019, 12:20 p.m.