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.

Package details

AuthorAlec Stephenson. Function fbvpot by Chris Ferro.
MaintainerAlec Stephenson <alec_stephenson@hotmail.com>
Package repositoryView on CRAN
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evd documentation built on May 1, 2019, 10:11 p.m.