texmex

MaRDI QIDQ24254swMATHCRANFDO

Authors Harry Southworth, Paul D. Metcalfe, Janet E. Heffernan

Last update 4 December 2020

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 2.4.8

Official website http://cran.r-project.org/web/packages/texmex/index.html

Source code repository https://github.com/cran/texmex

Cites work

• A Conditional Approach for Multivariate Extreme Values (with Discussion)
• Inference for Clusters of Extreme Values

Cited in

(35)

• EVIM
• lmom
• POT
• evir
• gPdtest
• ismev
• evd
• SpatialExtremes
• evdbayes
• fExtremes
• TestEVC1d
• lmomco
• MCMC4Extremes
• nsRFA
• smoothtail
• spd
• eva
• extRemes
• evgam
• skmeans
• evmix
• tailDepFun
• Mamba
• maxlinearCRPS
• extremefit
• mobirep
• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
• MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
• \(k\)-means clustering of extremes
• A software review for extreme value analysis
• A double generalized Pareto distribution
• ABCExtremes
• eventstudies
• Semiparametric bivariate modelling with flexible extremal dependence
• Extended generalised Pareto models for tail estimation

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