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evgam

1.0.2Package record

Generalised Additive Extreme Value Models

2packages depend
46.3Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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) doi:10.1007/978-1-4471-3675-0, GAMs see Wood, S.N. (2017) doi:10.1201/9781315370279, and the fitting approach see Wood, S.N., Pya, N. & Safken, B. (2016) doi:10.1080/01621459.2016.1180986. Details of how evgam works and various examples are given in Youngman, B.D. (2022) doi:10.18637/jss.v103.i03.

Changes in 1.0.2

Changes:

  • Smooths can now use id argument of mgcv::s() to allow multiple smooths to have same smoothing parameter.
  • Objects in workspace can now be used in evgam()'s formula argument (as opposed to all variables needing to be part of data).
  • Added function and class geoevgam with S3 method plot for fitting and plotting geometric extreme value models. (Thanks to Callum Murphy-Barltrop, Jenny Wadsworth and Miguel de Carvalho.)
  • Added type = 'qqplot2' to predict() for residual-based QQ-plots. (Thanks to Jenny Wadsworth.)
  • Added family = 'gw' for fitting generalised Weibull distribution. (Thanks to Cees de Valk.)
  • Added family = 'poisson' for fitting Poisson distribution.
  • Added args(dist = 'aggauss') for fitting family = 'condex' with asymmetric generalised Gaussian residuals. (Thanks again to Kristina Bratkova and Aiden Farrell.)
  • Added family = 'aggauss' for fitting asymmetric generalised Gaussian distribution. (Thanks to Kristina Bratkova and Aiden Farrell.)
  • GPD model with shape parameter constrained to [-0.5, 1.0] added with family = "gpd2".
  • Added ltgamma and ltgammab families for the left truncated gamma distribution with unknown and know shape, respectively. Use args = list(lower = ) to give the scalar, vector or matrix of left-truncation points, and args = list(alpha = ) to give scalar, vector or matrix of gamma distribution shape parameters with family ltgammab.
  • Added condex family, for conditional extreme value model of Heffernan and Tawn (2004, https://doi.org/10.1111/j.1467-9868.2004.02050.x). For an example see https://byoungman.github.io/evgam/condex/.
Show all changes in 1.0.2Hide the rest of the changes in 1.0.2
  • Added beta and logitgauss families.
  • Added option sparse = TRUE, which coerces matrices to sparse matrices through package Matrix where possible. Particularly useful for bs = 're' or bs = 'mrf'.
  • Added df2matdf() for turning a vector response to a matrix response if explanatory variable combinations are repeated.
  • Added functionality to fit extended generalised Pareto distribution through evgam(..., family = "egpd"). See Naveau et al. (W2016, https://doi.org/10.1002/2015WR018552) and family.evgam. (Thanks to Touqeer Ahmad.)
  • Added functionality to fit blended generalised extreme value (GEV) distribution through evgam(..., family = "bgev"). See Castro-Camilo et al. (2022, https://doi.org/10.1002/env.2742) and family.evgam. (Thanks to Jordan Richards.)
  • Also added dbgev(), pbgev(), qbgev() and rbgev() for density, distribution function, quantile function and random generation, respectively, for the blended GEV distribution.
  • Added functionality to fit models via custom likelihood functions, i.e. extending those available in evgam through family = .... See custom.family.evgam.
  • Added functionality to constrain both GPD parameters using gpd.args = list(lower = ..., upper = ...). (Thanks to Callum Murphy-Barltrop.)
  • GEV model with shape parameter constrained to [-0.5, 1.0] added with family = "gev2".

Bug fixes:

  • Slight change to calculation of log determinant of penalty matrices and their derivatives for tensor smooths. Should implement algorithm in Appendix B of Wood (2011, https://doi.org/10.1111/j.1467-9868.2010.00749.x)
  • That only variables are checked as being supplied to data is now properly detected. (Thanks, Simon Brown.)
  • That values of smoothing parameters supplied to evgam() are properly recognised has been fixed.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 11.5 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-09-09
  • NOTE11 OK, 2 NOTE2026-07-16
  • OK13 OK2026-06-09
  • WARNING12 OK, 1 WARNING2026-06-08
  • OK12 OK2026-04-25
Show 3 earlier changesHide 3 earlier changes
  • NOTE12 OK, 2 NOTE2026-04-22
  • ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.0.2
READMENoVignettesNoNEWSYes · 100% structured · mentions 1.0.2Citation fileNoWebsitenot declared in DESCRIPTION
Description cites a JSS article
Help pages
31 (1 internal)includes a package overview page
Examples that run
100%25 run in a plain check
Exported functions with examples
75%
Documented parameters
82%
Return-value docs
100%
Help pages citing references
35%

Downloads

46.3K
CRAN downloads in the past year
Rank #1,880 · ~127/day · ~3.9K/mo
Daily download trend is not available in this view yet.
3.4K30 days
10.5K90 days
46.3K1 year
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Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing evgam adds 2 packages (2 with compiled code, 2.8 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB.

Depends (1)
R >= 3.5.0
Imports (4)
RcppmgcvMatrixmethods
LinkingTo (2)
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
2direct
9indirect
Imports 2
Depends, Imports or LinkingTo, most downloaded first

Datasets

People & History

People (1)
Author, Maintainer since 0.1.0 (2020)
Releases (7)

Pick two releases to compare their code metrics.

  • 1.0.2Latest
    record
    2026-09-03 · current release · diff ↗ ·
    removed 1 export
    fevgam
    added 15 exports
    bgev2gev, dbgev, df2matdf, dlaplace, evgam.control, geoevgam, gev2bgev, pbgev, plaplace, polarise, qbgev, qlaplace, rbgev, rlaplace, rmvnorm
  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.1
    record
    2025-09-23 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 1.0.0
    record
    2022-06-28 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 0.1.4
    record
    2020-08-26 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 0.1.2
    record
    2020-04-19 · diff ↗ ·
    removed 1 export
    extremal0
  • 0.1.1
    record
    2020-03-15 · diff ↗
  • 0.1.0
    record
    2020-03-08
  • R
    R 3.6.0 released · 2019-04-26

Package metadata

First published
2020-03-08
Total releases
7 / 6 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Bundled data
491 KB / 3 files
Download size
790 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("evgam")
Youngman, B. (2026). evgam: Generalised Additive Extreme Value Models (Version 1.0.2) [Computer software]. https://doi.org/10.32614/CRAN.package.evgam

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for evgam version 1.0.2 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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