论文标题
EVGAM：用于广义加性极值模型的R软件包
evgam: An R package for Generalized Additive Extreme Value Models
论文作者
论文摘要
本文介绍了R软件包EVGAM。该软件包提供了适合极值分布的功能。这些包括广义的极值和广义的帕累托分布。前者也可以通过点过程表示。 EVGAM通过非对称拉普拉斯分布支持分位数回归，这对于估计高阈值可能很有用，有时用于区分极端和非极端值。 EVGAM的主要添加是让极值分布参数具有通用的加性模型表格，可以使用Laplace的方法客观地估计。给出了拟合各种规格的各种分布的说明性示例。这些包括用于说明空间模型的科罗拉多州部分地区的每日降水积聚，以及用于说明时间模型的柯林斯堡，科罗拉多州柯林斯堡的每日最高温度。
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. evgam supports quantile regression via the asymmetric Laplace distribution, which can be useful for estimating high thresholds, sometimes used to discriminate between extreme and non-extreme values. The main addition of evgam is to let extreme value distribution parameters have generalized additive model forms, which can be objectively estimated using Laplace's method. Illustrative examples fitting various distributions with various specifications are given. These include daily precipitation accumulations for part of Colorado, US, used to illustrate spatial models, and daily maximum temperatures for Fort Collins, Colorado, US, used to illustrate temporal models.
