Package: texmex
Type: Package
Title: Statistical modelling of extreme values
Version: 2.1
Date: 2013-12-10
Author: Harry Southworth, Janet E. Heffernan
Maintainer: Harry Southworth <harry.southworth@gmail.com>
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 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, with graphical tools for threshold
  selection and to diagnose estimation convergence. 
License: GPL (>= 2)
Depends: mvtnorm
Suggests: MASS, lattice, knitr
LazyLoad: yes
LazyData: yes
URL: http://code.google.com/p/texmex/
Collate: globalVariables.R texmexFamily.R AIC.evm.R plot.evm.R
        evm.simSetSeed.R plot.mexPrediction.R evmBoot.R plot.mex.R
        bootmex.R plot.migpd.R chi.R plot.predict.link.evm.R
        coef.evmSim.R plotrl.evm.R coefficients.evm.R ppevm.R
        coefficients.migpd.R predict.evm.R constructObject.R
        predict.mex.R copulas.R predictWorkers.R dgpd.R print.evmSim.R
        efficient.closures.R print.bootmex.R endPoint.R print.evm.R
        evmFit.R print.mexDependence.R evmSim.R evm.R
        print.mexPrediction.R extremalIndex.R print.migpd.R gpd.info.R
        qgpd2.R rgpd.R pgpd.R qgpd.R rgev.R pgev.R qgev.R dgev.R gev.R
        gpd.R gpdRangeFit.R qqevm.R hist.evm.R revTransform.R
        mexDependenceLowLevelFunctions.R mexDependence.R rMaxAR.R mex.R
        summary.evmSim.R mexRangeFit.R summary.evm.R mexTransform.R
        summary.migpd.R migpdCoefs.R summary.predict.mex.R migpd.R
        mrl.R mspearman.R texmexWorkers.R multivariate.cauchy.R
        thinAndBurn.evm.sim.R u2gpd.R plot.evmSim.R plot.bootmex.R
        special.functions.R
Packaged: 2013-12-31 09:51:19 UTC; harry
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-12-31 11:51:30
Built: R 3.1.3; x86_64-w64-mingw32; 2016-05-03 06:41:11 UTC; windows
Archs: i386, x64
