Extends simulation and distribution

Extends simulation, distribution

How to get extends simulation with R?

  Quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for
univariate and bivariate maxima models, and for univariate and bivariate
threshold models
bvdata <- rbvevd(1000, dep = 0.5, model = "log")
> u <- apply(bvdata, 2,  quantile, probs = 0.9)
> M1 <- fbvpot(bvdata, u, model = "log")
> M2 <- fbvpot(bvdata, u, "log", dep = 0.5)
> anova(M1, M2)

Analysis of Deviance Table

   M.Df Deviance Df  Chisq Pr(>chisq)
M1    5     1433                   
M2    4     1434  1 0.9078     0.3407
> abvevd(dep = 2.7, model = "hr")
[1] 0.6444467
> abvevd(seq(0,1,0.25), dep = 0.3, asy = c(.7,.9), model = "alog")
[1] 1.0000000 0.8272414 0.7012552
[4] 0.7841595 1.0000000
> abvevd(alpha = 0.3, beta = 1.2, model = "negbi", plot = TRUE)
> bvdata <- rbvevd(100, dep = 0.7, model = "log")
> M1 <- fitted(fbvevd(bvdata, model = "log"))
> abvevd(dep = M1["dep"], model = "log", plot = TRUE)
> abvnonpar(data = bvdata, add = TRUE, lty = 2)

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