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.
The evd package extends simulation, distribution, quantile and
density functions to 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.
The file CHANGES documents changes from previous versions.
An explanation of the package demos is gi
more»