evbsreg: Local Influence Diagnostics for the Extreme-Value
Birnbaum-Saunders Regression Model
Local influence diagnostics for the Extreme-Value
Birnbaum-Saunders (EVBS) regression model of Ferreira, Gomes and Leiva
(2012): joint maximum likelihood estimation, conformal normal curvature
diagnostics under case-weight, response and explanatory-variable
perturbation, randomized quantile residuals with simulation envelope, the
density, distribution and quantile functions, the finite upper endpoint,
return levels and expected shortfall, moving-block bootstrap standard
errors, a prospective index of endpoint identifiability, the same
diagnostics for generalized extreme-value regression, and a 'gamlss'
family allowing the tail-shape parameter to depend on covariates. The
methods are described in Lima, Ospina, Barros and Macedo (2025)
<doi:10.48550/arXiv.2507.22967> and are applied to monthly maximum wind
gusts from Itajai, Brazil.
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