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.
Documentation:
Downloads:
Reverse dependencies:
Reverse depends: |
ddst, ensembleMOS, evt0, Renext, RobExtremes, truncdist |
Reverse imports: |
cape, climwin, criticality, DEEVD, evtclass, ExtremalDep, extremeIndex, ExtremeRisks, extremeStat, extremis, flood, GJRM, HydroPortailStats, IDF, INQC, intamap, lmboot, lookout, metafuse, PWMEnrich, RecordLinkage, ReturnCurves, ROlogit, rSHAPE, rtdists, RtsEva, SimCorMultRes, SpatialGEV, tsxtreme, weird |
Reverse suggests: |
admix, climatol, distributional, distrMod, extraDistr, fitteR, foreSIGHT, lax, maxstablePCA, mev, modeest, PRSim, SCI, sensitivity, TesiproV, TLMoments |
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=evd
to link to this page.