The evd package extends simulation, distribution, quantile and 
density functions to 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.

The file CHANGES documents changes from previous versions.
The users guide (in pdf) is in the `doc' directory.
A reference manual containing the help files can be 
downloaded from CRAN.

The package contains the following (user-level) functions.
All comments, criticisms and queries are gratefully received.

Univariate Distributions:  
  [rpqd]gev  [rpqd]gumbel  [rpqd]rweibull  [rpqd]frechet
  [rpqd]gpd  [rpqd]extreme [rpd]order

Bivariate/Multivariate EVDs:
  [rpd]bvevd  [rpd]mvevd 

Dependence Functions for Bivariate/Trivariate EVDs:  
  abvnonpar  abvpar  atvnonpar  atvpar

Stochastic Processes:
  evmc  marma  mar  mma  clusters  exi

Fitting Models:  
  fbvevd  fgev  fpot  fbvpot  forder  fextreme

Threshold Identification:
  mrlplot  tcplot  chiplot

Model Diagnostics:  
  plot.gev  plot.bvevd  anova.evd

Profile Likelihoods:
  profile.evd  plot.profile.evd  profile2d.evd  
  plot.profile2d.evd 

The following datasets are also included:
  failure  fox  lisbon  ocmulgee  oldage  oxford 
  portpirie  sask  sealevel  uccle  venice









