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cenos
2010 Jul 15
0
Extreme Value model
>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