Functions for extreme value distributions. 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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Summary
Functions for extreme value distributions. 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.
Last Updated
Feb 20, 2015 at 14:10
License
GPL (>= 3)
Total Downloads
183
Supported Platforms