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>.

Version: 1.0.0
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥, mgcv
LinkingTo: Rcpp, RcppArmadillo
Published: 2022-06-28
DOI: 10.32614/CRAN.package.evgam
Author: Ben Youngman
Maintainer: Ben Youngman <b.youngman at exeter.ac.uk>
License: GPL-3
NeedsCompilation: yes
Citation: evgam citation info
Materials: NEWS
In views: ExtremeValue
CRAN checks: evgam results


Reference manual: evgam.pdf


Package source: evgam_1.0.0.tar.gz
Windows binaries: r-devel: evgam_1.0.0.zip, r-release: evgam_1.0.0.zip, r-oldrel: evgam_1.0.0.zip
macOS binaries: r-release (arm64): evgam_1.0.0.tgz, r-oldrel (arm64): evgam_1.0.0.tgz, r-release (x86_64): evgam_1.0.0.tgz, r-oldrel (x86_64): evgam_1.0.0.tgz
Old sources: evgam archive

Reverse dependencies:

Reverse imports: ftsa, ppgam


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