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evd (version 2.1-5)

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 maxima models, and for univariate and bivariate threshold models.

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Install

install.packages('evd')

Monthly Downloads

13,406

Version

2.1-5

License

GPL (Version 2 or above)

Maintainer

Alec Stephenson

Last Published

August 15th, 2004

Functions in evd (2.1-5)