Other packages > Find by keyword >

texmex  

Statistical Modelling of Extreme Values
View on CRAN: Click here


Download and install texmex package within the R console
Install from CRAN:
install.packages("texmex")

Install from Github:
library("remotes")
install_github("cran/texmex")

Install by package version:
library("remotes")
install_version("texmex", "2.4.9")



Attach the package and use:
library("texmex")
Maintained by
Harry Southworth
[Scholar Profile | Author Map]
First Published: 2010-12-21
Latest Update: 2020-12-04
Description:
Statistical extreme value modelling of threshold excesses, maxima and multivariate extremes. Univariate models for threshold excesses and maxima are the Generalised Pareto, and Generalised Extreme Value model respectively. These models may be fitted by using maximum (optionally penalised-)likelihood, or Bayesian estimation, and both classes of models may be fitted with covariates in any/all model parameters. Model diagnostics support the fitting process. Graphical output for visualising fitted models and return level estimates is provided. For serially dependent sequences, the intervals declustering algorithm of Ferro and Segers (2003) <doi:10.1111/1467-9868.00401> is provided, with diagnostic support to aid selection of threshold and declustering horizon. Multivariate modelling is performed via the conditional approach of Heffernan and Tawn (2004) <doi:10.1111/j.1467-9868.2004.02050.x>, with graphical tools for threshold selection and to diagnose estimation convergence.
How to cite:
Harry Southworth (2010). texmex: Statistical Modelling of Extreme Values. R package version 2.4.9, https://cran.r-project.org/web/packages/texmex. Accessed 29 Mar. 2025.
Previous versions and publish date:
1.0 (2010-12-21 18:06), 1.1 (2011-09-28 09:03), 1.2 (2011-11-18 15:27), 1.3 (2012-08-13 12:30), 2.0 (2013-11-25 10:27), 2.1 (2013-12-31 11:51), 2.3 (2016-11-18 19:22), 2.4.2 (2018-10-05 17:50), 2.4.5 (2020-04-02 14:20), 2.4.7 (2020-06-12 12:30), 2.4.8 (2020-12-04 13:20), 2.4 (2017-11-16 16:41)
Other packages that cited texmex R package
View texmex citation profile
Other R packages that texmex depends, imports, suggests or enhances
Complete documentation for texmex
Functions, R codes and Examples using the texmex R package
Some associated functions: AIC.evmOpt . JointExceedanceCurve . MCS . addExcesses . airPollution . bootmex . chi . copula . cv.evmOpt . cv . degp3 . dgev . dglo . dgpd . dgumbel . dot-exprel . dot-log1mexp . dot-log1prel . dot-specfun.safe.product . edf . egp3RangeFit . endPoint . evm . evmBoot . evmSim . evmSimSetSeed . extremalIndex . ggplot.copula . ggplot.declustered . ggplot.evmBoot . ggplot.evmOpt . ggplot.evmSim . ggplot.rl.evmOpt . gpd.prof . gpdRangeFit . liver . logLik.evmOpt . makeReferenceMarginalDistribution . mex . mexDependence . mexMonteCarlo . mexRangeFit . migpd . migpdCoefs . mrl . plot.copula . plot.evmOpt . plot.evmSim . predict.evmOpt . print.evmOpt . rFrechet . rMaxAR . rain . rl . simulate.evmOpt . texmex-package . texmexFamily . thinAndBurn . 
Some associated R codes: AIC.evm.R . Dcond.R . Profile_likelihood_HT_unc.R . Profile_likelihood_cd_nm_joint_D_KT.R . Profile_likelihood_cd_nm_joint_D_KT_neg.R . RcppExports.R . bootmex.R . cgpd.R . chi.R . coef.evmSim.R . coefficients.evm.R . coefficients.migpd.R . constructObject.R . copulas.R . cv.R . degp3.R . dgev.R . dgpd.R . efficient.closures.R . egp3.R . egp3RangeFit.R . endPoint.R . estimate_HT.R . estimate_HT_KPT_joint_posneg_nm.R . evm.R . evm.simSetSeed.R . evmBoot.R . evmFit.R . evmSim.R . extremalIndex.R . gev.R . ggplot.bayes.R . ggplot.boot.R . ggplot.cluster.R . ggplot.evm.R . ggplot.mex.R . ggplot.migpd.R . ggplot.predict.R . ggplot.thresh.R . glo.R . globalVariables.R . gpd.R . gpd.info.R . gpd.sandwich.R . gpdProfileLikRetLevels.R . gpdRangeFit.R . gumbel.R . hist.evm.R . initial_posneg.R . jointExceedanceCurves.R . mex.R . mexDependence.R . mexDependenceLowLevelFunctions.R . mexMonteCarlo.R . mexRangeFit.R . mexTransform.R . migpd.R . migpdCoefs.R . mrl.R . mspearman.R . multivariate.cauchy.R . pegp3.R . pgev.R . pgpd.R . plot.bootmex.R . plot.evm.R . plot.evmSim.R . plot.mex.R . plot.mexPrediction.R . plot.migpd.R . plot.predict.link.evm.R . plotrl.evm.R . ppevm.R . predict.evm.R . predict.mex.R . predictWorkers.R . print.bootmex.R . print.evm.R . print.evmSim.R . print.mexDependence.R . print.mexPrediction.R . print.migpd.R . profile_minmax_joint_posneg_KT.R . qegp3.R . qgev.R . qgpd.R . qgpd2.R . qqevm.R . rMaxAR.R . regp3.R . residuals.evm.R . revTransform.R . rgev.R . rgpd.R . roots.R . simulate.R . sombrero-internal.R . summary.evm.R . summary.evmSim.R . summary.migpd.R . summary.predict.mex.R . texmex-package.R . texmexFamily.R . texmexWorkers.R . thinAndBurn.evm.sim.R . u2gpd.R . weibull.R . weibull.info.R .  Full texmex package functions and examples
Downloads during the last 30 days
02/2702/2803/0103/0203/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/28Downloads for texmex0510152025303540TrendBars

Today's Hot Picks in Authors and Packages

landmix  
Landmark Prediction for Mixture Data
Non-parametric prediction of survival outcomes for mixture data that incorporates covariates and a l ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
gglgbtq  
Show Pride on 'ggplot2' Plots
Provides multiple palettes based on pride flags with tailored themes. ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA