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

View on R-Forge

Functions

addCov Man page
AIC.gpd Man page
bgpdSetSeed Man page
bootExtremalIndex Man page
bootgpd Man page
bootMCS Man page
bootmex Man page
chi Man page
coef.bgpd Man page
coefficients.bgpd Man page
coefficients.gpd Man page
coefficients.mex Man page
coefficients.migpd Man page
coef.gpd Man page
coef.mex Man page
coef.migpd Man page
ConstraintsAreSatisfied Man page
copula Man page
Dcond Man page
declust Man page
declust.default Man page
declust.extremalIndex Man page
dgpd Man page
edf Man page
estimate_HT Man page
estimate_HT_KPT_joint_posneg_nm Man page
extremalIndex Man page
extremalIndexRangeFit Man page
.extRemes.decluster.intervals Man page
.extRemes.decluster.runs Man page
.extRemes.exi.intervals Man page
gpd Man page
gpd.declustered Man page
gpd.default Man page
gpdDelta Man page
gpdFit Man page
gpdRangeFit Man page
hist.gpd Man page
info.gpd Man page
initial_posneg Man page
inv_Laplace Man page
linearPredictors Man page
linearPredictors.bgpd Man page
linearPredictors.bootgpd Man page
linearPredictors.gpd Man page
liver Man page
MCS Man page
mex Man page
mexDependence Man page
mexRangeFit Man page
mexTransform Man page
migpd Man page
migpdCoefs Man page
mrlPlot Man page
namesBoot2bgpd Man page
pgpd Man page
plot.bgpd Man page
plot.bootgpd Man page
plot.bootMCS Man page
plot.bootmex Man page
plot.chi Man page
plot.copula Man page
plot.declustered Man page
plot.extremalIndex Man page
plot.gpd Man page
plot.lp.bgpd Man page
plot.lp.bootgpd Man page
plot.lp.gpd Man page
plot.MCS Man page
plot.mex Man page
plot.migpd Man page
plot.predict.mex Man page
plot.rl.bgpd Man page
plot.rl.bootgpd Man page
plot.rl.gpd Man page
plotrl.gpd Man page
plotRLgpd Man page
PosGumb.Laplace.negloglik Man page
PosGumb.Laplace.negProfileLogLik Man page
ppgpd Man page
predict.bgpd Man page
predict.bootgpd Man page
predict.gpd Man page
predict.mex Man page
print.bgpd Man page
print.bootgpd Man page
print.bootMCS Man page
print.bootmex Man page
print.chi Man page
print.copula Man page
print.declustered Man page
print.extremalIndex Man page
print.gpd Man page
print.lp.bgpd Man page
print.lp.bootgpd Man page
print.lp.gpd Man page
print.MCS Man page
print.mex Man page
print.mexDependence Man page
print.migpd Man page
print.predict.mex Man page
print.rl.bgpd Man page
print.rl.bootgpd Man page
print.rl.gpd Man page
print.summary.bgpd Man page
print.summary.bootgpd Man page
print.summary.gpd Man page
print.summary.predict.mex Man page
Profile_likelihood_cd_nm_joint_D_KT Man page
Profile_likelihood_cd_nm_joint_D_KT_neg Man page
Profile_likelihood_HT_unc Man page
profile_minmax_joint_posneg_KT Man page
qgpd Man page
qgpd2 Man page
qqgpd Man page
rain Man page
revTransform Man page
rFrechet Man page
rgpd Man page
rl Man page
rl.bgpd Man page
rl.bootgpd Man page
rl.gpd Man page
rMaxAR Man page
roots Man page
show.bootgpd Man page
show.bootMCS Man page
show.bootmex Man page
show.copula Man page
show.declustered Man page
show.extremalIndex Man page
show.gpd Man page
show.MCS Man page
show.mex Man page
show.mexDependence Man page
show.migpd Man page
show.predict.mex Man page
show.summary.bgpd Man page
show.summary.bootgpd Man page
show.summary.gpd Man page
show.summary.predict.mex Man page
summary.bgpd Man page
summary.bootgpd Man page
summary.bootMCS Man page
summary.chi Man page
summary.copula Man page
summary.gpd Man page
summary.lp.bgpd Man page
summary.lp.bootgpd Man page
summary.lp.gpd Man page
summary.MCS Man page
summary.mex Man page
summary.migpd Man page
summary.predict.mex Man page
summary.rl.bgpd Man page
summary.rl.bootgpd Man page
summary.rl.gpd Man page
summer Man page
test.bootgpd Man page
test.bootmex Man page
test.chi Man page
test.copula Man page
test.dgpd Man page
test.extremalIndex Man page
test.gpd Man page
test.gpdRangeFit Man page
test.info.gpd Man page
test.MCS Man page
test.mex Man page
test.mexDependence Man page
test.mexRangeFit Man page
test.migpd Man page
test.migpdCoefs Man page
test.mrlPlot Man page
test.pgpd Man page
test.plot.bootmex Man page
test.plot.chi Man page
test.plot.gpd Man page
test.plot.lp.gpd Man page
test.plot.mex Man page
test.plot.mexDependence Man page
test.plot.migpd Man page
test.plot.predict.mex Man page
test.plotrl.gpd Man page
test.predict.bgpd Man page
test.predict.bootgpd Man page
test.predict.gpd Man page
test.predict.mex Man page
test.qgpd Man page
test.revTransform Man page
test.rgpd Man page
test.thinAndBurn.bgpd Man page
texmex Man page
texmex-package Man page
thinAndBurn Man page
thinAndBurn.bgpd Man page
u2gpd Man page
validate.texmex Man page
wavesurge Man page
winter Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.