evgam: An R Package for Generalized Additive Extreme Value Models
This article introduces the R package evgam. The package provides functions for fitting extreme value distributions. These include the generalized extreme value and generalized Pareto distributions. The former can also be fitted through a point process representation. Package evgam supports quantile...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2022-07-01
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| Series: | Journal of Statistical Software |
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| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4079 |