gamlssx-package {gamlssx}

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

Description

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.

Author(s)

Maintainer: Paul J. Northrop [e-mail] [copyright holder]

Authors:

• Jennifer Ji

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

See Also

fitGEV(), gamlss::gamlss()