Extends distribution and density functions to parametric multivariate generalized Pareto distributions (MGPD of Type II), and provides fitting functions which calculate maximum likelihood estimates for bivariate and trivariate models. (Help is under progress)
| Version: | 1.99 |
| Depends: | R (≥ 2.10.1), evd, numDeriv, corpcor, fields |
| Published: | 2012-03-19 |
| Author: | Pal Rakonczai |
| Maintainer: | Pal Rakonczai <rakonczai.p at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | Distributions |
| CRAN checks: | mgpd results |
| Reference manual: | mgpd.pdf |
| Package source: | mgpd_1.99.tar.gz |
| Windows binaries: | r-devel: mgpd_1.99.zip, r-release: mgpd_1.99.zip, r-oldrel: mgpd_1.99.zip |
| macOS binaries: | r-release (arm64): mgpd_1.99.tgz, r-oldrel (arm64): mgpd_1.99.tgz, r-release (x86_64): mgpd_1.99.tgz, r-oldrel (x86_64): mgpd_1.99.tgz |
| Old sources: | mgpd archive |
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