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evd

2.2-3
Package: 
evd
Functions for extreme value distributions
Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate maxima models, and for univariate and bivariate threshold models.
Author: 
Alec Stephenson. Function fbvpot by Chris Ferro.
License: 
GPL (Version 2 or above)
http://www.maths.lancs.ac.uk/~stephena/