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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]
All associated links for this package
First Published: 2010-12-21
Latest Update: 2024-03-04
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 05 Jun. 2026.
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
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