texmex: Threshold exceedences and multivariate extremes

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

AuthorHarry Southworth, Janet E. Heffernan
Date of publicationNone
MaintainerHarry Southworth <harry.southworth@astrazeneca.com>
LicenseGPL (>=2) | BSD
Version1.3

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Files in this package

texmex
texmex/NAMESPACE
texmex/data
texmex/data/liver.rda
texmex/data/rain.rda
texmex/data/summer.rda
texmex/data/winter.rda
texmex/data/wavesurge.rda
texmex/R
texmex/R/mrlPlot.R texmex/R/print.bootmex.R texmex/R/plot.mex.R texmex/R/plot.migpd.R texmex/R/gpdRangeFit.R texmex/R/print.bgpd.R texmex/R/coefficients.migpd.R texmex/R/plot.bootmex.R texmex/R/summary.gpd.R texmex/R/mexTransform.R texmex/R/plot.mexPrediction.R texmex/R/hist.gpd.R texmex/R/migpdCoefs.R texmex/R/summary.bgpd.R texmex/R/mspearman.R texmex/R/rgpd.R texmex/R/validate.texmex.R texmex/R/info.gpd.R texmex/R/print.mexPrediction.R texmex/R/plot.gpd.R texmex/R/bootmex.R texmex/R/plot.bgpd.R texmex/R/qgpd2.R texmex/R/print.migpd.R texmex/R/plotrl.gpd.R texmex/R/mexRangeFit.R texmex/R/mexDependenceLowLevelFunctions.R texmex/R/chi.R texmex/R/bootgpd.R texmex/R/dgpd.R texmex/R/bgpdSetSeed.R texmex/R/predict.mex.R texmex/R/plot.predict.link.gpd.R texmex/R/gpd.R texmex/R/migpd.R texmex/R/testingFunctions.R texmex/R/copulas.R texmex/R/thinAndBurn.bgpd.R texmex/R/predict.gpd.R texmex/R/coefficients.gpd.R texmex/R/gpd.fit.R texmex/R/ppgpd.R texmex/R/print.gpd.R texmex/R/qgpd.R texmex/R/revTransform.R texmex/R/extremalIndex.R texmex/R/pgpd.R texmex/R/print.mexDependence.R texmex/R/u2gpd.R texmex/R/rMaxAR.R texmex/R/summary.migpd.R texmex/R/mex.R texmex/R/coef.bgpd.R texmex/R/qqgpd.R texmex/R/AIC.gpd.R texmex/R/summary.predict.mex.R texmex/R/mexDependence.R
texmex/CHANGES
texmex/DESCRIPTION
texmex/man
texmex/man/mexRangeFit.Rd texmex/man/mex.Rd texmex/man/validate.texmex.Rd texmex/man/texmex-package.Rd texmex/man/extremalIndex.Rd texmex/man/mexDependence.Rd texmex/man/bootmex.Rd texmex/man/rain.Rd texmex/man/dgpd.Rd texmex/man/chi.Rd texmex/man/copula.Rd texmex/man/mrlPlot.Rd texmex/man/rl.Rd texmex/man/migpd.Rd texmex/man/migpdCoefs.Rd texmex/man/bgpdSetSeed.Rd texmex/man/MCS.Rd texmex/man/texmexMethods.Rd texmex/man/gpdRangeFit.Rd texmex/man/edf.Rd texmex/man/gpd.Rd texmex/man/thinAndBurn.Rd texmex/man/airPollution.Rd texmex/man/bootgpd.Rd texmex/man/texmex-internal.Rd texmex/man/liver.Rd texmex/man/predict.gpd.Rd

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