Package: mgpd
Type: Package
Title: Functions for multivariate generalized Pareto distribution (MGPD
        of Type II)
Version: 1.0
Date: 2011-03-10
Author: Pal Rakonczai
Maintainer: Pal Rakonczai <rakonczai.p@gmail.com>
Depends: R (>= 2.10.1), evd
Description: Extends density functions to parametric multivariate
        generalized Pareto distributions (MGPD of Type II), and
        provides fitting functions which calculate maximum likelihood
        estimates for bivariate models (BGPD). There are seven
        "classical" parametric dependence models within BGPD available:
        logistic, negative logistic, bilogistic, negative bilogistic,
        Tajvidi's generalised symmetric logistic, Dirichlet and mixed.
        Beyond these, two novel asymmetric approaches giving absolutely
        continuous BGPD are implemented as psi-logistic and
        psi-negative logistic models.
License: GPL-2
LazyLoad: yes
Packaged: 2011-03-10 14:46:16 UTC; Pal
Repository: CRAN
Date/Publication: 2011-03-11 07:14:20
Built: R 2.13.2; ; 2012-01-18 14:51:45 UTC; windows
