Man pages for texmex
Threshold exceedences and multivariate extremes
| airPollution | Air pollution data, separately for summer and winter months |
| bgpdSetSeed | Set the seed from a fitted bgpd object. |
| bootgpd | Parametric bootstrap for generalized Pareto models |
| bootmex | Bootstrap a conditional multivariate extreme values model |
| chi | Measures of extremal dependence |
| copula | Calculate the copula of a matrix of variables |
| dgpd | Density, cumulative density, quantiles and random number... |
| edf | Compute empirical distribution function |
| extremalIndex | Extremal index estimation and automatic declustering |
| gpd | Generalized Pareto distribution modelling |
| gpdRangeFit | Estimate generalized Pareto distribution parameters over a... |
| liver | Liver related laboratory data |
| MCS | Multivariate conditional Spearman's rho |
| mex | Conditional multivariate extreme values modelling |
| mexDependence | Estimate the dependence parameters in a conditional... |
| mexRangeFit | Estimate dependence parameters in a conditional multivariate... |
| migpd | Fit multiple independent generalized Pareto models |
| migpdCoefs | Change values of parameters in a migpd object |
| mrlPlot | Mean residual life plot |
| predict.gpd | Predict return levels from Generalized Pareto Distribution... |
| rain | Rain and wavesurge datasets. |
| rl | Return levels |
| texmex-internal | Internal functions for texmex |
| texmexMethods | Methods for texmex objects |
| texmex-package | Conditional multivariate extreme values modelling. |
| thinAndBurn | Process Metropolis output from GPD fitting to discard... |
| validate.texmex | Validate the texmex package |
