# Multivariate Extreme Value Distributions

## Documentation for package ‘mev’ version 1.13.1

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

## Help Pages

angextrapo | Bivariate angular function for extrapolation based on rays
angmeas | Rank-based transformation to angular measure
angmeasdir | Dirichlet mixture model for the spectral density
clikmgp | Censored likelihood for multivariate generalized Pareto distributions
confint.eprof | Confidence intervals for profile likelihood objects
distg | Distance matrix with geometric anisotropy
egp | Extended generalised Pareto families
emplik | Self-concordant empirical likelihood for a vector mean
eskrain | Eskdalemuir Observatory Daily Rainfall
expme | Exponent measure for multivariate generalized Pareto distributions
ext.index | Extremal index estimators based on interexceedance time and gap of exceedances
extcoef | Estimators of the extremal coefficient
extgp | Extended generalised Pareto families of Naveau et al. (2016)
extgp.G | Carrier distribution for the extended GP distributions of Naveau et al.
extremo | Pairwise extremogram for max-risk functional
fit.egp | Parameter stability plot and maximum likelihood routine for extended GP models
fit.extgp | Fit an extended generalized Pareto distribution of Naveau et al.
fit.gev | Maximum likelihood estimation for the generalized extreme value distribution
fit.gpd | Maximum likelihood estimation for the generalized Pareto distribution
fit.pp | Maximum likelihood estimation of the point process of extremes
fit.rlarg | Maximum likelihood estimates of point process for the r-largest observations
gev | Generalized extreme value distribution
gev.abias | Asymptotic bias of block maxima for fixed sample sizes
gev.bcor | Bias correction for GEV distribution
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 | Profile log-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)
gpd | Generalized Pareto distribution
gpd.abias | Asymptotic bias of threshold exceedances for k order statistics
gpd.bcor | Bias correction for GP distribution
gpd.mle | Generalized Pareto maximum likelihood estimates for various quantities of interest
gpd.pll | Profile log-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)
likmgp | Likelihood for multivariate generalized Pareto distribution
maiquetia | Maiquetia Daily Rainfall
maxstabtest | P-P plot for testing max stability
mvrnorm | Multivariate Normal distribution sampler
NC.diag | Score and likelihood ratio tests fit of equality of shape over multiple thresholds
nidd | River Nidd Flow
plot.eprof | Plot of (modified) profile likelihood
plot.fr | Plot of tangent exponential model profile likelihood
pp | Poisson process of extremes.
rdir | Random variate generation for Dirichlet distribution on Sd
rgparp | Simulation from generalized R-Pareto processes
rlarg | Distribution of the r-largest observations
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
rparpcs | Simulation from Pareto processes (max) using composition sampling
rparpcshr | Simulation of generalized Huesler-Reiss Pareto vectors via composition sampling
rrlarg | Simulate r-largest observations from point process of extremes
smith.penult | Smith's penultimate approximations
smith.penult.fn | Smith's third penultimate approximation
spline.corr | Spline correction for Fraser-Reid approximations
spunif | Semi-parametric marginal transformation to uniform
taildep | Coefficient of tail correlation and tail dependence
tstab.egp | Parameter stability plot and maximum likelihood routine for extended GP models
tstab.gpd | Parameter stability plots for peaks-over-threshold
venice | Venice Sea Levels
W.diag | Wadsworth's univariate and bivariate exponential threshold diagnostics
w1500m | Best 200 times of Women 1500m Track