mgpd: mgpd: Functions for multivariate generalized Pareto distribution (MGPD of Type II)
Version 1.99

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)

Package details

AuthorPal Rakonczai
Date of publication2012-03-19 17:35:21
MaintainerPal Rakonczai <rakonczai.p@gmail.com>
LicenseGPL-3
Version1.99
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mgpd")

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mgpd documentation built on May 30, 2017, 12:45 a.m.