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

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)

AuthorPal Rakonczai
Date of publication2012-03-19 17:35:21
MaintainerPal Rakonczai <rakonczai.p@gmail.com>
LicenseGPL-3
Version1.99

View on CRAN

Man pages

Alog: internal

Aneglog: internal

bgpd_maxlik: internal

d11Alog: internal

d11Aneglog: internal

d11psiAlog: internal

d11psiAneglog: internal

d123GAlog: internal

d123GAneglog: internal

d123GpsiAlog: internal

d123GpsiAneglog: internal

d123mulog: internal

d123muneglog: internal

d123mupsilog: internal

d123mupsineglog: internal

d12Alog: internal

d12Aneglog: internal

d12psiAlog: internal

d12psiAneglog: internal

d22Alog: internal

d22Aneglog: internal

d22psiAlog: internal

d22psiAneglog: internal

dbgpd: internal

dbgpd_bilog: internal

dbgpd_ct: internal

dbgpd_log: internal

dbgpd_mix: internal

dbgpd_negbilog: internal

dbgpd_neglog: internal

dbgpd_philog: internal

dbgpd_phineglog: internal

dbgpd_psilog: internal

dbgpd_psineglog: internal

dbgpd_region: internal

dbgpd_taj: internal

dtgpd: internal

dtgpd_log: internal

dtgpd_neglog: internal

dtgpd_psilog: internal

dtgpd_psineglog: internal

dtr: internal

fbgpd: internal

GAlog: internal

GAneglog: internal

GpsiAlog: internal

GpsiAneglog: internal

mgpd_data: internal

mgpd_init: internal

mgpd-package: mgpd: Functions for multivariate generalized Pareto...

ml3_log: internal

ml3_neglog: internal

ml3_psilog: internal

ml3_psineglog: internal

ml_bilog: internal

ml_ct: internal

ml_log: internal

ml_mix: internal

ml_negbilog: internal

ml_neglog: internal

ml_philog: internal

ml_phineglog: internal

ml_psilog: internal

ml_psineglog: internal

ml_taj: internal

mulog: internal

muneglog: internal

mupsilog: internal

mupsineglog: internal

numeps: internal

pbgpd: internal

pbgpd_bilog: internal

pbgpd_ct: internal

pbgpd_log: internal

pbgpd_negbilog: internal

pbgpd_neglog: internal

pbgpd_philog: internal

pbgpd_phineglog: internal

pbgpd_psilog: internal

pbgpd_psineglog: internal

pbgpd_taj: internal

psiAlog: internal

psiAneglog: internal

ptgpd: internal

ptgpd_log: internal

ptgpd_neglog: internal

ptgpd_psilog: internal

ptgpd_psineglog: internal

tr: internal

transf_philog: internal

transf_phineglog: internal

transf_psilog: internal

transf_psineglog: internal

WindData: German Wind Speed Data

Functions

Alog Man page
Aneglog Man page
bgpd_maxlik Man page
d11Alog Man page
d11Aneglog Man page
d11psiAlog Man page
d11psiAneglog Man page
d123GAlog Man page
d123GAneglog Man page
d123GpsiAlog Man page
d123GpsiAneglog Man page
d123mulog Man page
d123muneglog Man page
d123mupsilog Man page
d123mupsineglog Man page
d12Alog Man page
d12Aneglog Man page
d12psiAlog Man page
d12psiAneglog Man page
d22Alog Man page
d22Aneglog Man page
d22psiAlog Man page
d22psiAneglog Man page
dbgpd Man page
dbgpd_bilog Man page
dbgpd_ct Man page
dbgpd_log Man page
dbgpd_mix Man page
dbgpd_negbilog Man page
dbgpd_neglog Man page
dbgpd_philog Man page
dbgpd_phineglog Man page
dbgpd_psilog Man page
dbgpd_psineglog Man page
dbgpd_region Man page
dbgpd_taj Man page
dtgpd Man page
dtgpd_log Man page
dtgpd_neglog Man page
dtgpd_psilog Man page
dtgpd_psineglog Man page
dtr Man page
fbgpd Man page
GAlog Man page
GAneglog Man page
GpsiAlog Man page
GpsiAneglog Man page
mgpd Man page
mgpd_data Man page
mgpd_init Man page
mgpd-package Man page
ml3_log Man page
ml3_neglog Man page
ml3_psilog Man page
ml3_psineglog Man page
ml_bilog Man page
ml_ct Man page
ml_log Man page
ml_mix Man page
ml_negbilog Man page
ml_neglog Man page
ml_philog Man page
ml_phineglog Man page
ml_psilog Man page
ml_psineglog Man page
ml_taj Man page
mulog Man page
muneglog Man page
mupsilog Man page
mupsineglog Man page
numeps Man page
pbgpd Man page
pbgpd_bilog Man page
pbgpd_ct Man page
pbgpd_log Man page
pbgpd_negbilog Man page
pbgpd_neglog Man page
pbgpd_philog Man page
pbgpd_phineglog Man page
pbgpd_psilog Man page
pbgpd_psineglog Man page
pbgpd_taj Man page
psiAlog Man page
psiAneglog Man page
ptgpd Man page
ptgpd_log Man page
ptgpd_neglog Man page
ptgpd_psilog Man page
ptgpd_psineglog Man page
tr Man page
transf_philog Man page
transf_phineglog Man page
transf_psilog Man page
transf_psineglog Man page
WindData Man page

Files

mgpd
mgpd/MD5
mgpd/R
mgpd/R/transf_psineglog.R mgpd/R/transf_psilog.R mgpd/R/transf_phineglog.R mgpd/R/transf_philog.R mgpd/R/tr.R mgpd/R/ptgpd_psineglog.R mgpd/R/ptgpd_psilog.R mgpd/R/ptgpd_neglog.R mgpd/R/ptgpd_log.R mgpd/R/ptgpd.R mgpd/R/psiAneglog.R mgpd/R/psiAlog.R mgpd/R/pbgpd_taj.R mgpd/R/pbgpd_psineglog.R mgpd/R/pbgpd_psilog.R mgpd/R/pbgpd_phineglog.R mgpd/R/pbgpd_philog.R mgpd/R/pbgpd_neglog.R mgpd/R/pbgpd_negbilog.R mgpd/R/pbgpd_log.R mgpd/R/pbgpd_ct.R mgpd/R/pbgpd_bilog.R mgpd/R/pbgpd.R mgpd/R/mupsineglog.R mgpd/R/mupsilog.R mgpd/R/muneglog.R mgpd/R/mulog.R mgpd/R/ml_taj.R mgpd/R/ml_psineglog.R mgpd/R/ml_psilog.R mgpd/R/ml_phineglog.R mgpd/R/ml_philog.R mgpd/R/ml_neglog.R mgpd/R/ml_negbilog.R mgpd/R/ml_mix.R mgpd/R/ml_log.R mgpd/R/ml_ct.R mgpd/R/ml_bilog.R mgpd/R/ml3_psineglog.R mgpd/R/ml3_psilog.R mgpd/R/ml3_neglog.R mgpd/R/ml3_log.R mgpd/R/mgpd_init.R mgpd/R/mgpd_data.R mgpd/R/mgpd-internal.R mgpd/R/GpsiAneglog.R mgpd/R/GpsiAlog.R mgpd/R/GAneglog.R mgpd/R/GAlog.R mgpd/R/fbgpd.R mgpd/R/dtr.R mgpd/R/dtgpd_psineglog.R mgpd/R/dtgpd_psilog.R mgpd/R/dtgpd_neglog.R mgpd/R/dtgpd_log.R mgpd/R/dtgpd.R mgpd/R/dbgpd_taj.R mgpd/R/dbgpd_region.R mgpd/R/dbgpd_psineglog.R mgpd/R/dbgpd_psilog.R mgpd/R/dbgpd_phineglog.R mgpd/R/dbgpd_philog.R mgpd/R/dbgpd_neglog.R mgpd/R/dbgpd_negbilog.R mgpd/R/dbgpd_mix.R mgpd/R/dbgpd_log.R mgpd/R/dbgpd_ct.R mgpd/R/dbgpd_bilog.R mgpd/R/dbgpd.R mgpd/R/d22psiAneglog.R mgpd/R/d22psiAlog.R mgpd/R/d22Aneglog.R mgpd/R/d22Alog.R mgpd/R/d12psiAneglog.R mgpd/R/d12psiAlog.R mgpd/R/d12Aneglog.R mgpd/R/d12Alog.R mgpd/R/d123mupsineglog.R mgpd/R/d123mupsilog.R mgpd/R/d123muneglog.R mgpd/R/d123mulog.R mgpd/R/d123GpsiAneglog.R mgpd/R/d123GpsiAlog.R mgpd/R/d123GAneglog.R mgpd/R/d123GAlog.R mgpd/R/d11psiAneglog.R mgpd/R/d11psiAlog.R mgpd/R/d11Aneglog.R mgpd/R/d11Alog.R mgpd/R/bgpd_maxlik.R mgpd/R/Aneglog.R mgpd/R/Alog.R
mgpd/NAMESPACE
mgpd/man
mgpd/man/WindData.Rd mgpd/man/transf_psineglog.Rd mgpd/man/transf_psilog.Rd mgpd/man/transf_phineglog.Rd mgpd/man/transf_philog.Rd mgpd/man/tr.Rd mgpd/man/ptgpd_psineglog.Rd mgpd/man/ptgpd_psilog.Rd mgpd/man/ptgpd_neglog.Rd mgpd/man/ptgpd_log.Rd mgpd/man/ptgpd.Rd mgpd/man/psiAneglog.Rd mgpd/man/psiAlog.Rd mgpd/man/pbgpd_taj.Rd mgpd/man/pbgpd_psineglog.Rd mgpd/man/pbgpd_psilog.Rd mgpd/man/pbgpd_phineglog.Rd mgpd/man/pbgpd_philog.Rd mgpd/man/pbgpd_neglog.Rd mgpd/man/pbgpd_negbilog.Rd mgpd/man/pbgpd_log.Rd mgpd/man/pbgpd_ct.Rd mgpd/man/pbgpd_bilog.Rd mgpd/man/pbgpd.Rd mgpd/man/numeps.Rd mgpd/man/mupsineglog.Rd mgpd/man/mupsilog.Rd mgpd/man/muneglog.Rd mgpd/man/mulog.Rd mgpd/man/ml_taj.Rd mgpd/man/ml_psineglog.Rd mgpd/man/ml_psilog.Rd mgpd/man/ml_phineglog.Rd mgpd/man/ml_philog.Rd mgpd/man/ml_neglog.Rd mgpd/man/ml_negbilog.Rd mgpd/man/ml_mix.Rd mgpd/man/ml_log.Rd mgpd/man/ml_ct.Rd mgpd/man/ml_bilog.Rd mgpd/man/ml3_psineglog.Rd mgpd/man/ml3_psilog.Rd mgpd/man/ml3_neglog.Rd mgpd/man/ml3_log.Rd mgpd/man/mgpd_init.Rd mgpd/man/mgpd_data.Rd mgpd/man/mgpd-package.Rd mgpd/man/GpsiAneglog.Rd mgpd/man/GpsiAlog.Rd mgpd/man/GAneglog.Rd mgpd/man/GAlog.Rd mgpd/man/fbgpd.Rd mgpd/man/dtr.Rd mgpd/man/dtgpd_psineglog.Rd mgpd/man/dtgpd_psilog.Rd mgpd/man/dtgpd_neglog.Rd mgpd/man/dtgpd_log.Rd mgpd/man/dtgpd.Rd mgpd/man/dbgpd_taj.Rd mgpd/man/dbgpd_region.Rd mgpd/man/dbgpd_psineglog.Rd mgpd/man/dbgpd_psilog.Rd mgpd/man/dbgpd_phineglog.Rd mgpd/man/dbgpd_philog.Rd mgpd/man/dbgpd_neglog.Rd mgpd/man/dbgpd_negbilog.Rd mgpd/man/dbgpd_mix.Rd mgpd/man/dbgpd_log.Rd mgpd/man/dbgpd_ct.Rd mgpd/man/dbgpd_bilog.Rd mgpd/man/dbgpd.Rd mgpd/man/d22psiAneglog.Rd mgpd/man/d22psiAlog.Rd mgpd/man/d22Aneglog.Rd mgpd/man/d22Alog.Rd mgpd/man/d12psiAneglog.Rd mgpd/man/d12psiAlog.Rd mgpd/man/d12Aneglog.Rd mgpd/man/d12Alog.Rd mgpd/man/d123mupsineglog.Rd mgpd/man/d123mupsilog.Rd mgpd/man/d123muneglog.Rd mgpd/man/d123mulog.Rd mgpd/man/d123GpsiAneglog.Rd mgpd/man/d123GpsiAlog.Rd mgpd/man/d123GAneglog.Rd mgpd/man/d123GAlog.Rd mgpd/man/d11psiAneglog.Rd mgpd/man/d11psiAlog.Rd mgpd/man/d11Aneglog.Rd mgpd/man/d11Alog.Rd mgpd/man/bgpd_maxlik.Rd mgpd/man/Aneglog.Rd mgpd/man/Alog.Rd
mgpd/DESCRIPTION
mgpd/data
mgpd/data/WindData.rda
mgpd/data/numeps.rda

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