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evd (version 1.0-0)

Functions for extreme value distributions

Description

Extends simulation, distribution, quantile and density functions to univariate, bivariate and (for simulation) multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate models.

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Version

Install

install.packages('evd')

Monthly Downloads

25,095

Version

1.0-0

License

GPL2

Maintainer

R documentation files by Alec Stephenson

Last Published

September 21st, 2024

Functions in evd (1.0-0)

The Bivariate Asymmetric Logistic Distribution

The Bivariate Asymmetric Negative Logistic Distribution

The Bivariate Negative Logistic Distribution

Maximum-likelihood Fitting of Maxima/Minima

Dependence Functions for Bivariate Extreme Value Distributions

Distributions of Maxima and Minima

Annual maximum temperatures at Oxford, England.

Maximum-likelihood Fitting of Order Statistics

The Multivariate Asymmetric Logistic Distribution

The Frechet Distribution

The Gumbel Distribution

Distributions of Order Statistics

The Generalized Extreme Value Distribution

Annual Sea Level Maxima at Dover and Harwich

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions

Maximum-likelihood Fitting of Univariate Extreme Value Distributions

The Husler-Reiss Distribution

The Reversed Weibull Distribution

Internal Functions

The Multivariate Logistic Distribution

The Bivariate Logistic Distribution