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| CheckCorrModel | Check of the Correlation Model |
| CheckInput | Check of the input |
| CheckLikelihood | Check of the type of Composite-likelihood |
| CheckModel | Check of the type of Random Field |
| CheckParam | Check of the Parameters |
| CheckParamRange | Check of the Parameters' Ranges |
| CheckType | Check of the type of likelihood objects |
| CheckVarType | Check of the method for the computation of the estimates' variances |
| CompLikelihood | Optimizes the Composite log-likelihood |
| CorrelationFct | Computes the Correlation function |
| CorrelationParam | Lists the Parameters of the Correlation function |
| Covariogram | Computes (and Plots) the covariance function and the variogram |
| DetectParam | Identifies the Parameters of the Correlation function |
| Dist2Dist | Switches from an Extreme Value Distribution to Another Extreme Value Distribution |
| EVariogram | Empirical Estimation of the Variogram for Gaussian and Max-Stable Random Fields |
| FitComposite | Maximum Weighted Composite-likelihood Fitting of Gaussian Random Fields |
| FitGev | Maximum-likelihood Fitting of the Generalized Extreme Value Distribution |
| GevLogLik | Log-Likelihood of the Generalized Extreme Value Distribution |
| InitParam | Initializes of the Fitting Procedures |
| Likelihood | Optimizes of the log-likelihood |
| LogNormDen | Computes the multivariate log-normal density |
| MomEst | Moment Estimator of the Extreme Value Distribution's parameters |
| print.FitComposite | Maximum Weighted Composite-likelihood Fitting of Gaussian Random Fields |
| print.WLS | Weighted Least Square Estimation of Random Fields |
| SetRangeParam | Identifies the Parameters' Range |
| WLeastSquare | Weighted Least Square Estimation of Random Fields |
| WlsInit | Computes Starting Values based on Weighted Least Squares |