gamlssx: Generalized Additive Extreme Value Models for Location, Scale and Shape

Source: R/gamlssx-package.R

Fits generalized additive models for the location, scale and shape parameters of a generalized extreme value response distribution. The methodology is based on Rigby and Stasinopoulos (2005) and implemented using functions from the gamlss package doi:10.32614/CRAN.package.gamlss .

Details

The main function in gamlssx is fitGEV(), which calls the function gamlss::gamlss(). See the gamlssx package page on Github for more information.

References

Rigby R.A. and Stasinopoulos D.M. (2005). Generalized additive models for location, scale and shape (with discussion), Appl. Statist., 54, part 3, pages 507-554. doi:10.1111/j.1467-9876.2005.00510.x

Author

Maintainer: Paul J. Northrop p.northrop@ucl.ac.uk [copyright holder]

Authors:

  • Jennifer Ji