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| mgpd-package | Functions for multivariate generalized Pareto distribution (MGPD of Type II) |
| bgpd_fit | Maximum-likelihood fitting for the bivariate generalized Pareto distribution |
| bgpd_maxlik | Log-likelihood function for bivariate generalized Pareto distribution |
| DailyWind | German Wind Speed Data |
| dbgpd | Density function for bivariate generalized Pareto distribution (of Type II) |
| dbgpd_bilog | Density function for bilogistic bgpd model. |
| dbgpd_ct | Density function for the Coles-Tawn (Dirichlet) bgpd model. |
| dbgpd_log | Density function for the logistic bgpd model. |
| dbgpd_mix | Density function for the mixed bgpd model. |
| dbgpd_negbilog | Density function for the negative bilogistic bgpd model. |
| dbgpd_neglog | Density function for the negative logistic bgpd model. |
| dbgpd_psilog | Density function for the psi-logistic bgpd model. |
| dbgpd_psineglog | Density function for the Coles-Tawn psi-negative logistic bgpd model. |
| dbgpd_region | Computing BGPD predction regions |
| dbgpd_taj | Density function for the Tajvidi's generalized symmetric logistic bgpd model. |
| mgpd | Functions for multivariate generalized Pareto distribution (MGPD of Type II) |
| mgpd_data | Exceedances over given threshold vector for MGPD methods |
| mgpd_init | Initial marginal parameters for fitting multivariate Pareto distribution |
| ml_bilog | Loglik function for bilogistic bgpd model. |
| ml_ct | Loglik function for the Coles-Tawn (Dirichlet) bgpd model. |
| ml_log | Loglik function for logistic bgpd model. |
| ml_mix | Loglik function for the mixed bgpd model. |
| ml_negbilog | Loglik function for the negative bilogistic bgpd model. |
| ml_neglog | Loglik function for 'bgpd_maxlik'. |
| ml_psilog | Loglik function for the psi-logistic bgpd model. |
| ml_psineglog | Loglik function for the negative psi-logistic bgod model. |
| ml_taj | Loglik function for the Tajvidi's generalized symmetric logistic bgpd model. |