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| mev-package | Multivariate Extreme Value Distributions |
| gp.fit | Peaks-Over-Threshold Modelling using the Generalized Pareto Distribution |
| ibvpot | Interpret bivariate threshold exceedance models |
| mev | Multivariate Extreme Value Distributions |
| mvrnorm | Multivariate Normal distribution sampler |
| NC.diag | Score and likelihood ratio tests fit of equality of shape over multiple thresholds |
| rdir | Random variate generation for Dirichlet distribution on Sd |
| rmev | Exact simulations of multivariate extreme value distributions |
| rmevspec | Random samples from spectral distributions of multivariate extreme value models. |
| W.diag | Wadsworth's univariate and bivariate exponential threshold diagnostic |