# Multivariate Extreme Value Distributions

## Documentation for package ‘mev’ version 1.11

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

mev-package | Multivariate Extreme Value Distributions
angextrapo | Bivariate angular function for extrapolation based on rays
angmeas | Rank-based transformation to angular measure
angmeasdir | Dirichlet mixture model for the spectral density
chibar | Parametric estimates of \bar{chi}
confint.extprof | Confidence intervals for profile likelihood objects
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.abias | Asymptotic bias of block maxima for fixed sample sizes
gev.bcor | Bias correction for GEV distribution using Firth's modified score function or bias substraction
gev.mle | Generalized extreme value maximum likelihood estimates for various quantities of interest
gev.Nyr | N-year return levels, median and mean estimate
gev.pll | Modified profile likelihood for the generalized extreme value distribution
gev.tem | Tangent exponential model approximation for the GEV distribution
gevN | Generalized extreme value distribution (quantile/mean of N-block maxima parametrization)
gevr | Generalized extreme value distribution (return level parametrization)
gp.fit | Peaks-over-threshold modelling using the generalized Pareto distribution
gpd | Generalized Pareto distribution
gpd.abias | Asymptotic bias of threshold exceedances for k order statistics
gpd.bcor | Bias correction for GP distribution using Firth's modified score function or bias substraction
gpd.mle | Generalized Pareto maximum likelihood estimates for various quantities of interest
gpd.pll | Modified profile likelihood for the generalized Pareto distribution
gpd.tem | Tangent exponential model approximation for the GP distribution
gpde | Generalized Pareto distribution (expected shortfall parametrization)
gpdN | Generalized Pareto distribution (mean of maximum of N exceedances 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
lambdadep | Estimation of the bivariate lambda function of Wadsworth and Tawn (2013)
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.extprof | Plot of (modified) profile likelihood
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.
rparp | Simulation from R-Pareto processes
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