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.

Version: 2.3-0
Depends: stats
Suggests: akima
Published: 2012-08-30
Author: Alec Stephenson. Function fbvpot by Chris Ferro.
Maintainer: Alec Stephenson <alec_stephenson at hotmail.com>
License: GPL-3
NeedsCompilation: yes
Citation: evd citation info
In views: Distributions, Environmetrics, Finance
CRAN checks: evd results


Reference manual: evd.pdf
Vignettes: Statistics Of Extremes: Chapter 9
Package source: evd_2.3-0.tar.gz
MacOS X binary: evd_2.3-0.tgz
Windows binary: evd_2.3-0.zip
Old sources: evd archive

Reverse dependencies:

Reverse depends: condmixt, ddst, evt0, mgpd, RecordLinkage, Renext, ROptEstOld, truncdist
Reverse imports: antitrust, cape, intamap, sensitivity, SimCorMultRes
Reverse suggests: ARAMIS, modeest, SCI