[R] Extreme Value model

Terry Therneau therneau at mayo.edu
Thu Jul 15 17:02:18 CEST 2010


>Just like a Poisson regression model, is there a package in R to do
> Extreme Value Regression model? Thanks.

The survreg routine includes the extreme value distribution.  It allows
for cenored data, but the data can be uncensored.
  fit <- survreg(Surv(y) ~ x1 + x2 + x3, dist='extreme')

Terry Therneau



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