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, ...)
An object with S3 class "TVGEV"
.
An object with class "Date"
or an object that
can be coerced to this class.
Not used yet.
A list with the follwing elements
A data frame with all the variables required.
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.
These matrices are needed when the model is build (and usually is estimated) or when a prediction is required.
The function model.matrix
used by
lm
.