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evgam (version 1.0.0)

Generalised Additive Extreme Value Models

Description

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) , GAMs see Wood, S.N. (2017) , and the fitting approach see Wood, S.N., Pya, N. & Safken, B. (2016) . Details of how evgam works and various examples are given in Youngman, B.D. (2022) .

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Version

Install

install.packages('evgam')

Monthly Downloads

3,669

Version

1.0.0

License

GPL-3

Maintainer

Ben Youngman

Last Published

June 28th, 2022

Functions in evgam (1.0.0)

fremantle

Annual Maximum Sea Levels at Fremantle, Western Australia
dfbind

Bind a list a data frames
pinv

Moore-Penrose pseudo-inverse of a matrix
fitted.evgam

Extract Model Fitted Values
logLik.evgam

Log-likelihood, AIC and BIC from a fitted evgam object
evgam

Fitting generalised additive extreme-value family models
colplot

Scatter plot, with variable-based point colours
extremal

Estimate extremal index using `intervals' method
predict.evgam

Predictions from a fitted evgam object
plot.evgam

Plot a fitted evgam object
summary.evgam

Summary method for a fitted evgam object
simulate.evgam

Simulations from a fitted evgam object
print.evgam

Print a fitted evgam object
qev

Quantile estimation of a composite extreme value distribution
seq_between

More Sequence Generation
runmax

Running maximum
FCtmax

Fort Collins, Colorado, US daily max. temperatures
COprcp

Colorado daily precipitation accumulations