Extends distribution and density functions to parametric multivariate generalized Pareto distributions (MGPD of Type II), and provides fitting functions which calculate maximum likelihood estimates for bivariate and trivariate models. (Help is under progress)
|Date of publication||2012-03-19 17:35:21|
|Maintainer||Pal Rakonczai <email@example.com>|
|Package repository||View on CRAN|
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