texmex: Threshold exceedences and multivariate extremes

Conditional multivariate extreme value modelling using the approach of Heffernan and Tawn.

Version: 1.2
Depends: mvtnorm
Suggests: MASS, RUnit
Published: 2011-11-18
Author: Harry Southworth, Janet E. Heffernan
Maintainer: Harry Southworth <harry.southworth at astrazeneca.com>
License: GPL (≥ 2) | BSD
CRAN checks: texmex results

Downloads:

Package source: texmex_1.2.tar.gz
MacOS X binary: texmex_1.2.tgz
Windows binary: texmex_1.2.zip
Reference manual: texmex.pdf
Old sources: texmex archive