evreg: evreg: Extreme value regression modelling

Description Details See Also

Description

Brief description of the package

Details

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.

See Also

gevreg GEV generalized linear regression modelling.


pengyuwei94/evreg documentation built on Aug. 29, 2019, 1:06 p.m.