gamlssx: Generalized Additive Extreme Value Models for Location, Scale and Shape
Source:R/gamlssx-package.R
gamlssx-package.RdFits 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