evd

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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Description file content

Package
evd
Version
2.3-3
Date
2018-04-25
Title
Functions for Extreme Value Distributions
Author
Alec Stephenson. Function fbvpot by Chris Ferro.
Maintainer
Alec Stephenson
Imports
stats, grDevices, graphics
Suggests
akima
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.
LazyData
yes
License
GPL-3
NeedsCompilation
yes
Packaged
2018-04-25 12:06:46 UTC; ste6an
Repository
CRAN
Date/Publication
2018-04-25 12:59:29 UTC

install.packages('evd')

2.3-3

a year ago

Alec Stephenson

GPL-3

Imports

stats, grDevices, graphics

Suggests

akima

Discussions