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

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

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