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)

Author
Pal Rakonczai
Date of publication
2012-03-19 17:35:21
Maintainer
Pal Rakonczai <rakonczai.p@gmail.com>
License
GPL-3
Version
1.99

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

Files in this package

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