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mev (version 1.3)

Multivariate Extreme Value Distributions

Description

Exact simulation from max-stable processes and multivariate extreme value distributions for various parametric models.

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Version

Install

install.packages('mev')

Monthly Downloads

4,108

Version

1.3

License

GPL-3

Maintainer

Leo Belzile

Last Published

October 5th, 2015

Functions in mev (1.3)

mvrnorm

Multivariate Normal distribution sampler
rmev

Exact simulations of multivariate extreme value distributions
rmevspec

Random samples from spectral distributions of multivariate extreme value models.
rdir

Random variate generation for Dirichlet distribution on $S_{d}$
mev-package

Multivariate Extreme Value Distributions