evgam

MaRDI QIDQ44066swMATHCRANFDO

Authors Ben Youngman

Last update 3 September 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 1.0.0, PACKAGES.rds, 0.1.0, 0.1.1, 0.1.2, 0.1.4, 1.0.1, 1.0.2

Official website https://cran.r-project.org/web/packages/evgam/index.html

Source code repository https://github.com/cran/evgam

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) <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>.

Cites work

• An Introduction to Statistical Modeling of Extreme Values
• evgam: An R Package for Generalized Additive Extreme Value Models
• Generalized Additive Models
• Smoothing Parameter and Model Selection for General Smooth Models

Cited in

(27)

• mvPot
• qgam
• ppgam
• evir
• ismev
• RTDE
• SpatialExtremes
• evd
• texmex
• ftsa
• futureheatwaves
• hkevp
• extremogram
• VaRES
• revdbayes
• evmix
• ExtremalDep
• simest
• extRemes
• extremefit
• ptsuite
• lax
• RWsearch
• extremeStat
• tea
• egpd4gamlss
• extremis

This page was built for software: evgam