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gumbel provides probability functions (cumulative
distribution and density functions), simulation function (Gumbel copula
multivariate simulation) and estimation functions for the bivariate case
(Maximum Likelihood Estimation, Inference For Margins, Moment Based
Estimation and Canonical Maximum Likelihood).
The stable version of gumbel can be installed from CRAN
using:
install.packages("gumbel")Finally load the package in your current R session with the following R command:
library(gumbel)The overall documentation is available at
help(gumbel)See also the vignette.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.