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.

Functions for Extreme Value Distributions

package-ubuntu-20.04-r-4.0.5#cran#evd-2.3-3

A vector containing 24 observations.

van Montfort, M. A. J. and Otten, A. (1978)
On testing a shape parameter in the presence of a scale
parameter.
Math. Operations Forsch. Statist., Ser. Statistics,
9, 91–104.

package-ubuntu-20.04-r-4.0.5#cran#evd-2.3-3#docs#failure

failure

Description

Usage

Format

Source

evd

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