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evd (version 1.1-0)

Functions for extreme value distributions

Description

Extends simulation, distribution, quantile and density functions to univariate and 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

1.1-0

License

GPL (Version 2 or above)

Maintainer

R documentation files by Alec Stephenson

Last Published

September 21st, 2024

Functions in evd (1.1-0)

Non-parametric Estimates for the Dependence Function

The Multivariate Logistic Model

The Bivariate Bilogistic Model

The Bivariate Asymmetric Negative Logistic Model

The Bivariate Asymmetric Logistic Model

The Bivariate Coles-Tawn Model

The Husler-Reiss Model

The Gumbel Distribution

The Bivariate Negative Bilogistic Model

Simultaneous Maximum-likelihood Fitting of Bivariate Extreme Value Distributions

The Multivariate Asymmetric Logistic Model

Internal Functions

The Bivariate Negative Logistic Model

Distributions of Maxima and Minima

Maximum-likelihood Fitting of Order Statistics

Maximum-likelihood Fitting of Maxima and Minima

The Reversed Weibull Distribution

Annual Sea Level Maxima at Dover and Harwich

Maximum-likelihood Fitting of Univariate Extreme Value Distributions

The Bivariate Logistic Model

The Frechet Distribution

Annual Maximum Temperatures at Oxford

Dependence Functions for Bivariate Extreme Value Distributions

The Generalized Extreme Value Distribution

Distributions of Order Statistics

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions