Generalised Additive Extreme Value Models

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) , GAMs see Wood, S.N. (2017) , and the fitting approach see Wood, S.N., Pya, N. & Safken, B. (2016) .


Reference manual

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0.1.4 by Ben Youngman, a year ago

Browse source code at

Authors: Ben Youngman

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp, mgcv

Linking to Rcpp, RcppArmadillo

Imported by ftsa, ppgam.

See at CRAN