texmex: Threshold exceedences and multivariate extremes

Conditional multivariate extreme value modelling using the approach of Heffernan and Tawn.

Package details

AuthorHarry Southworth, Janet E. Heffernan
MaintainerHarry Southworth <harry.southworth@astrazeneca.com>
LicenseGPL (>=2) | BSD
Version1.3
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("texmex", repos="http://R-Forge.R-project.org")

Try the texmex package in your browser

Any scripts or data that you put into this service are public.

texmex documentation built on May 2, 2019, 4:56 p.m.