NC.diag                 Score and likelihood ratio tests fit of
                        equality of shape over multiple thresholds
W.diag                  Wadsworth's univariate and bivariate
                        exponential threshold diagnostics
angmeas                 Rank-based transformation to angular measure
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
egp2                    Extended generalised Pareto families of Naveau
                        et al. (2016)
egp2.G                  Carrier distribution for the extended GP
                        distributions of Naveau et al.
egp2.fit                Fit an extended generalized Pareto distribution
                        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.tem                 Tangent exponential model approximation for the
                        GEV distribution
gevr                    Generalized extreme value distribution (return
                        level parametrization)
gp.fit                  Peaks-over-threshold modelling using the
                        generalized Pareto distribution
gpd                     Generalized Pareto distribution
gpd.bcor                Bias correction using Firth's modified score
                        function or bias substraction
gpd.tem                 Tangent exponential model approximation for the
                        GP distribution
gpde                    Generalized Pareto distribution (expected
                        shortfall 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
mev-package             Multivariate Extreme Value Distributions
mvrnorm                 Multivariate Normal distribution sampler
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.
smith.penult            Smith (1987) penultimate approximations
smith.penult.fn         Smith (1987) third penultimate approximation
spline.corr             Spline correction for Fraser-Reid
                        approximations
