mgpd (version 1.99)

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

Description

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)

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Install

install.packages('mgpd')

Monthly Downloads

21

Version

1.99

License

GPL-3

Maintainer

Last Published

March 19th, 2012

Functions in mgpd (1.99)