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| mev-package | Multivariate Extreme Value Distributions |
| 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 |
| 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.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 | 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.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 |
| W.diag | Wadsworth's univariate and bivariate exponential threshold diagnostics |