gamlssx

Generalized Additive Extreme Value Models for Location, Scale and Shape

CRAN Package

Fits generalized additive models for the location, scale and shape parameters of a generalized extreme value response distribution. The methodology is based on Rigby, R.A. and Stasinopoulos, D.M. (2005), doi:10.1111/j.1467-9876.2005.00510.x and implemented using functions from the 'gamlss' package doi:10.32614/CRAN.package.gamlss.


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