mgpd: Functions for multivariate generalized Pareto distribution (MGPD of Type II) CRAN Task View: Distributions (http://CRAN.R-project.org/view=Distributions) Extends distribution and density functions to parametric multivariate generalized Pareto distributions (MGPD of Type II), and provides fitting functions which calculate maximum likelihood estimates for bivariate and trivariate models. (Help is under progress) Software Depends: R (>= 2.10.1), evd, numDeriv, corpcor, fields Pal Rakonczai <rakonczai.p@gmail.com> Pal Rakonczai GPL-3 2012-03-19 application/tgz http://CRAN.R-project.org/package=mgpd