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.
Package details |
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Maintainer | |
License | GPL (>= 2) |
Version | 1.0.0.9000 |
URL | http://github.com/paulnorthrop/evreg |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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