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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.
Getting started
Browse package contents
Package details |
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| Author | Alec Stephenson. Function fbvpot by Chris Ferro. |
| Maintainer | Alec Stephenson <alec_stephenson@hotmail.com> |
| License | GPL-3 |
| Version | 2.3-7.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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