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
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")

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