Build or extract model matrices. The three matrices corresponding to the GEV parameters (loc, scale and shape) are returned into a named list of matrices. For each matrix the rows correspond to the observations of the model and the columns relate to the corresponding formula.

# S3 method for TVGEV
modelMatrices(object, date = NULL, ...)

Arguments

object

An object with S3 class "TVGEV".

date

An object with class "Date" or an object that can be coerced to this class.

...

Not used yet.

Value

A list with the follwing elements

dfAll

A data frame with all the variables required.

X

A list with three elements named "loc", "scale" and "shape". Each element is the corresponding model matrix in the lm meaning. Each matrix can be multiplied by the corresponding coefficients to get the prediction for the corresponding parameter.

Details

These matrices are needed when the model is build (and usually is estimated) or when a prediction is required.

See also

The function model.matrix used by lm.