| mev-package | Multivariate Extreme Value Distributions |
| angextrapo | Bivariate angular function for extrapolation based on rays |
| angmeas | Rank-based transformation to angular measure |
| angmeasdir | Dirichlet mixture model for the spectral density |
| chibar | Parametric estimates of \bar{chi} |
| confint.extprof | Confidence intervals for profile likelihood objects |
| confint.fr | Confidence intervals for profile likelihood derived from TEM |
| egp | Extended generalised Pareto families |
| egp.fit | Fit of extended GP models and parameter stability plots |
| egp.fitrange | Fit of extended GP models and parameter stability plots |
| egp2 | Extended generalised Pareto families of Naveau et al. (2016) |
| egp2.fit | Fit an extended generalized Pareto distribution of Naveau et al. |
| egp2.G | Carrier distribution for the extended GP distributions of Naveau et al. |
| emplik | Self-concordant empirical likelihood for a vector mean |
| ext.index | Extremal index estimators based on interexceedance time and gap of exceedances |
| gev | Generalized extreme value distribution |
| gev.abias | Asymptotic bias of block maxima for fixed sample sizes |
| gev.bcor | Bias correction for GEV distribution using Firth's modified score function or bias substraction |
| gev.mle | Generalized extreme value maximum likelihood estimates for various quantities of interest |
| gev.Nyr | N-year return levels, median and mean estimate |
| gev.pll | Modified profile likelihood for the generalized extreme value distribution |
| gev.tem | Tangent exponential model approximation for the GEV distribution |
| gevN | Generalized extreme value distribution (quantile/mean of N-block maxima parametrization) |
| gevr | Generalized extreme value distribution (return level parametrization) |
| gp.fit | Peaks-over-threshold modelling using the generalized Pareto distribution |
| gpd | Generalized Pareto distribution |
| gpd.abias | Asymptotic bias of threshold exceedances for k order statistics |
| gpd.bcor | Bias correction for GP distribution using Firth's modified score function or bias substraction |
| gpd.mle | Generalized Pareto maximum likelihood estimates for various quantities of interest |
| gpd.pll | Modified profile likelihood for the generalized Pareto distribution |
| gpd.tem | Tangent exponential model approximation for the GP distribution |
| gpde | Generalized Pareto distribution (expected shortfall parametrization) |
| gpdN | Generalized Pareto distribution (mean of maximum of N exceedances parametrization) |
| gpdr | Generalized Pareto distribution (return level parametrization) |
| ibvpot | Interpret bivariate threshold exceedance models |
| infomat.test | Information matrix test statistic and MLE for the extremal index |
| lambdadep | Estimation of the bivariate lambda function of Wadsworth and Tawn (2013) |
| 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 |
| plot.extprof | Plot of (modified) profile likelihood |
| plot.fr | Plot of tangent exponential model profile likelihood |
| 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. |
| rparp | Simulation from R-Pareto processes |
| smith.penult | Smith (1987) penultimate approximations |
| smith.penult.fn | Smith (1987) third penultimate approximation |
| spline.corr | Spline correction for Fraser-Reid approximations |
| W.diag | Wadsworth's univariate and bivariate exponential threshold diagnostics |