texmex

MaRDI QIDQ24254swMATHCRANFDO

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

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)

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

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