# Threshold exceedences and multivariate extremes

## Documentation for package ‘texmex’ version 1.3

- DESCRIPTION file.
- Overview of user guides and package vignettes; browse directory.

## Help Pages

A B C D E F G H I L M N P Q R S T U V W misc

texmex-package | Conditional multivariate extreme values modelling.

## -- A --

addCov | Internal functions for texmex
AIC.gpd | Generalized Pareto distribution modelling

## -- B --

bgpdSetSeed | Set the seed from a fitted bgpd object.
bootExtremalIndex | Extremal index estimation and automatic declustering
bootgpd | Parametric bootstrap for generalized Pareto models
bootMCS | Multivariate conditional Spearman's rho
bootmex | Bootstrap a conditional multivariate extreme values model

## -- C --

chi | Measures of extremal dependence
coef.bgpd | Methods for texmex objects
coef.gpd | Generalized Pareto distribution modelling
coef.mex | Methods for texmex objects
coef.migpd | Methods for texmex objects
coefficients.bgpd | Methods for texmex objects
coefficients.gpd | Methods for texmex objects
coefficients.mex | Methods for texmex objects
coefficients.migpd | Methods for texmex objects
ConstraintsAreSatisfied | Internal functions for texmex
copula | Calculate the copula of a matrix of variables

## -- D --

Dcond | Internal functions for texmex
declust | Extremal index estimation and automatic declustering
declust.default | Extremal index estimation and automatic declustering
declust.extremalIndex | Extremal index estimation and automatic declustering
dgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution

## -- E --

edf | Compute empirical distribution function
endPoint | Calculate upper end point for fitted GPD
endPoint.bgpd | Calculate upper end point for fitted GPD
endPoint.gpd | Calculate upper end point for fitted GPD
estimate_HT | Internal functions for texmex
estimate_HT_KPT_joint_posneg_nm | Internal functions for texmex
extremalIndex | Extremal index estimation and automatic declustering
extremalIndexRangeFit | Extremal index estimation and automatic declustering

## -- F --

fittedGPDscale | Internal functions for texmex
fittedGPDshape | Internal functions for texmex

## -- G --

gpd | Generalized Pareto distribution modelling
gpd.declustered | Extremal index estimation and automatic declustering
gpd.default | Generalized Pareto distribution modelling
gpdDelta | Internal functions for texmex
gpdFit | Internal functions for texmex
gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values

## -- H --

hist.gpd | Internal functions for texmex

## -- I --

info.gpd | Internal functions for texmex
initial_posneg | Internal functions for texmex
inv_Laplace | Internal functions for texmex

## -- L --

linearPredictors | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
linearPredictors.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
linearPredictors.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
linearPredictors.gpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
liver | Liver related laboratory data

## -- M --

MCS | Multivariate conditional Spearman's rho
mex | Conditional multivariate extreme values modelling
mexDependence | Estimate the dependence parameters in a conditional multivariate extreme values model
mexRangeFit | Estimate dependence parameters in a conditional multivariate extreme values model over a range of thresholds.
mexTransform | Internal functions for texmex
migpd | Fit multiple independent generalized Pareto models
migpdCoefs | Change values of parameters in a migpd object
mrlPlot | Mean residual life plot

## -- N --

namesBoot2bgpd | Internal functions for texmex

## -- P --

pgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
plot.bgpd | Generalized Pareto distribution modelling
plot.bootgpd | Parametric bootstrap for generalized Pareto models
plot.bootMCS | Multivariate conditional Spearman's rho
plot.bootmex | Bootstrap a conditional multivariate extreme values model
plot.chi | Measures of extremal dependence
plot.copula | Calculate the copula of a matrix of variables
plot.declustered | Extremal index estimation and automatic declustering
plot.extremalIndex | Methods for texmex objects
plot.gpd | Generalized Pareto distribution modelling
plot.lp.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
plot.lp.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
plot.lp.gpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
plot.MCS | Multivariate conditional Spearman's rho
plot.mex | Conditional multivariate extreme values modelling
plot.migpd | Fit multiple independent generalized Pareto models
plot.predict.mex | Conditional multivariate extreme values modelling
plot.rl.bgpd | Return levels
plot.rl.bootgpd | Return levels
plot.rl.gpd | Return levels
plotrl.gpd | Internal functions for texmex
plotRLgpd | Internal functions for texmex
PosGumb.Laplace.negloglik | Internal functions for texmex
PosGumb.Laplace.negProfileLogLik | Internal functions for texmex
ppgpd | Internal functions for texmex
predict.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
predict.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
predict.gpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
predict.mex | Conditional multivariate extreme values modelling
print.bgpd | Generalized Pareto distribution modelling
print.bootgpd | Parametric bootstrap for generalized Pareto models
print.bootMCS | Methods for texmex objects
print.bootmex | Bootstrap a conditional multivariate extreme values model
print.chi | Methods for texmex objects
print.copula | Methods for texmex objects
print.declustered | Methods for texmex objects
print.extremalIndex | Methods for texmex objects
print.gpd | Generalized Pareto distribution modelling
print.lp.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
print.lp.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
print.lp.gpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
print.MCS | Methods for texmex objects
print.mex | Methods for texmex objects
print.mexDependence | Methods for texmex objects
print.migpd | Methods for texmex objects
print.predict.mex | Methods for texmex objects
print.rl.bgpd | Return levels
print.rl.bootgpd | Return levels
print.rl.gpd | Return levels
print.summary.bgpd | Methods for texmex objects
print.summary.bootgpd | Parametric bootstrap for generalized Pareto models
print.summary.gpd | Methods for texmex objects
print.summary.predict.mex | Methods for texmex objects
Profile_likelihood_cd_nm_joint_D_KT | Internal functions for texmex
Profile_likelihood_cd_nm_joint_D_KT_neg | Internal functions for texmex
Profile_likelihood_HT_unc | Internal functions for texmex
profile_minmax_joint_posneg_KT | Internal functions for texmex

## -- Q --

qgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
qgpd2 | Internal functions for texmex
qqgpd | Internal functions for texmex

## -- R --

rain | Rain and wavesurge datasets.
revTransform | Internal functions for texmex
rFrechet | Internal functions for texmex
rgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
rl | Return levels
rl.bgpd | Return levels
rl.bootgpd | Return levels
rl.gpd | Return levels
rMaxAR | Internal functions for texmex
roots | Internal functions for texmex

## -- S --

show.bootgpd | Parametric bootstrap for generalized Pareto models
show.bootMCS | Methods for texmex objects
show.bootmex | Bootstrap a conditional multivariate extreme values model
show.copula | Methods for texmex objects
show.declustered | Methods for texmex objects
show.extremalIndex | Methods for texmex objects
show.gpd | Generalized Pareto distribution modelling
show.MCS | Methods for texmex objects
show.mex | Methods for texmex objects
show.mexDependence | Methods for texmex objects
show.migpd | Methods for texmex objects
show.predict.mex | Methods for texmex objects
show.summary.bgpd | Methods for texmex objects
show.summary.bootgpd | Parametric bootstrap for generalized Pareto models
show.summary.gpd | Methods for texmex objects
show.summary.predict.mex | Methods for texmex objects
summary.bgpd | Methods for texmex objects
summary.bootgpd | Parametric bootstrap for generalized Pareto models
summary.bootMCS | Multivariate conditional Spearman's rho
summary.chi | Measures of extremal dependence
summary.copula | Methods for texmex objects
summary.gpd | Generalized Pareto distribution modelling
summary.lp.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
summary.lp.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
summary.lp.gpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
summary.MCS | Methods for texmex objects
summary.mex | Methods for texmex objects
summary.migpd | Methods for texmex objects
summary.predict.mex | Conditional multivariate extreme values modelling
summary.rl.bgpd | Return levels
summary.rl.bootgpd | Return levels
summary.rl.gpd | Return levels
summer | Air pollution data, separately for summer and winter months

## -- T --

test.bootgpd | Validate the texmex package
test.bootmex | Validate the texmex package
test.chi | Validate the texmex package
test.closures | Internal functions for texmex
test.copula | Validate the texmex package
test.dgpd | Validate the texmex package
test.endPoint | Validate the texmex package
test.extremalIndex | Validate the texmex package
test.gpd | Validate the texmex package
test.gpdRangeFit | Validate the texmex package
test.info.gpd | Validate the texmex package
test.MCS | Validate the texmex package
test.mex | Validate the texmex package
test.mexDependence | Validate the texmex package
test.mexRangeFit | Validate the texmex package
test.migpd | Validate the texmex package
test.migpdCoefs | Validate the texmex package
test.mrlPlot | Validate the texmex package
test.pgpd | Validate the texmex package
test.plot.bootmex | Validate the texmex package
test.plot.chi | Validate the texmex package
test.plot.gpd | Validate the texmex package
test.plot.lp.gpd | Validate the texmex package
test.plot.mex | Validate the texmex package
test.plot.mexDependence | Validate the texmex package
test.plot.migpd | Validate the texmex package
test.plot.predict.mex | Validate the texmex package
test.plotrl.gpd | Validate the texmex package
test.predict.bgpd | Validate the texmex package
test.predict.bootgpd | Validate the texmex package
test.predict.gpd | Validate the texmex package
test.predict.mex | Validate the texmex package
test.qgpd | Validate the texmex package
test.revTransform | Validate the texmex package
test.rgpd | Validate the texmex package
test.thinAndBurn.bgpd | Validate the texmex package
texmex | Conditional multivariate extreme values modelling.
thinAndBurn | Process Metropolis output from GPD fitting to discard unwanted observations.
thinAndBurn.bgpd | Process Metropolis output from GPD fitting to discard unwanted observations.

## -- U --

u2gpd | Internal functions for texmex

## -- V --

validate.texmex | Validate the texmex package

## -- W --

wavesurge | Rain and wavesurge datasets.
winter | Air pollution data, separately for summer and winter months

## -- misc --

.extRemes.decluster.intervals | Internal functions for texmex
.extRemes.decluster.runs | Internal functions for texmex
.extRemes.exi.intervals | Internal functions for texmex