pengyuwei94/evreg: Extreme value regression modelling

The package provides functions that model non-stationary extreme values using univariate extreme value regression modelling, while also performing variable selection to objectively determine the best model for a given dataset. This is achieved by using generalized linear modelling for each parameter, and by fitting models with maximum likelihood estimates.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version1.0.0.9000
URL http://github.com/paulnorthrop/evreg
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("pengyuwei94/evreg")
pengyuwei94/evreg documentation built on Aug. 29, 2019, 1:06 p.m.