evbsreg (Q7370324)
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Local Influence Diagnostics for the Extreme-Value Birnbaum-Saunders Regression Model
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | evbsreg |
Local Influence Diagnostics for the Extreme-Value Birnbaum-Saunders Regression Model |
Statements
Implements local influence diagnostics for the Extreme-Value Birnbaum-Saunders (EVBS) regression model: joint maximum likelihood estimation, conformal normal curvature diagnostics under three perturbation schemes (case-weight, response variable, and explanatory variable), randomized quantile residuals with simulation envelope, Monte Carlo simulation utilities, and publication-quality density and diagnostic plots. Version 1.1.0 adds the density, distribution and quantile functions, the finite upper endpoint, return levels and expected shortfall, block bootstrap standard errors for serially dependent series, local influence diagnostics for the generalized extreme-value regression model, and a GAMLSS family allowing the tail-shape parameter to depend on covariates. Version 1.2.0 adds a prospective control chart for endpoint identifiability. The methods are described in Ospina, Lima, Barros, and Macedo (2026, submitted) and are applied to monthly maximum wind gust data from Itajai, Brazil.
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18 September 2026
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