The evd package extends simulation, distribution, quantile and 
density functions parametric extreme value distributions, and 
provides fitting functions which calculate maximum likelihood 
estimates for univariate and bivariate models.

The file CHANGES documents changes from previous versions.
The users guide (in pdf) is in the `doc' directory.
It can also be downloaded directly (in postscript or pdf) from 
http://www.maths.lancs.ac.uk/~stephena/.
A reference manual containing the help files can be downloaded 
(in postscript or pdf) from the same location.

The package contains the following (user-level) functions.
All comments, criticisms and queries are gratefully received.

Univariate Distributions:  
  [rpqd]gev  [rpqd]gumbel  [rpqd]rweibull  [rpqd]frechet
  [rpqd]extreme  [rpd]order

Bivariate/Multivariate EVDs:
  [rpd]bvevd  [rpd]mvevd 

Dependence Functions for Bivariate/Trivariate EVDs:  
  abvnonpar  abvpar  atvnonpar  atvpar

Stochastic Processes:
  evmc  marma  mar  mma

Fitting Models:  
  fbvevd  fgev  forder  fextreme

Model Diagnostics:  
  plot.gev  plot.bvevd  anova.evd

Profile Likelihoods:
  profile.evd  plot.profile.evd  profile2d.evd  
  plot.profile2d.evd 

The following datasets are also included:
  failure  fox  lisbon  ocmulgee  oldage  oxford 
  portpirie  sask  sealevel  uccle  venice









