Multivariate Extreme Value Distributions


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Documentation for package ‘mev’ version 1.6.1

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mev-package Multivariate Extreme Value Distributions
angmeas Rank-based transformation to angular measure
emplik Self-concordant empirical likelihood for a vector mean
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 diagnostics