Package: texmex
Type: Package
Title: Statistical Modelling of Extreme Values
Version: 2.4
Date: 2017-11-15
Authors@R: c(person("Harry", "Southworth", role=c("aut", "cre"),
                    email="harry.southworth@gmail.com"),
             person(c("Janet", "E."), "Heffernan", role="aut"),
             person(c("Paul", "D."), "Metcalfe", role="aut",
                    ,email="paul.metcalfe@gmail.com"),
             person("Yiannis", "Papastathopoulos", role="ctb"),
             person("Alec", "Stephenson", role="ctb"),
             person("Stuart", "Coles", role="ctb"))
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
    (2003) <doi:10.1111/1467-9868.00401> 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 (2004) <doi:10.1111/j.1467-9868.2004.02050.x>,
    with graphical tools for threshold
    selection and to diagnose estimation convergence.
License: GPL (>= 2)
Depends: mvtnorm, ggplot2, stats
Suggests: MASS, gridExtra, parallel, lattice, knitr, testthat,
        devtools, GGally, survival, ismev
LazyLoad: yes
LazyData: yes
URL: https://github.com/harrysouthworth/texmex
RoxygenNote: 6.0.1
Collate: 'AIC.evm.R' 'Dcond.R' 'Profile_likelihood_HT_unc.R'
        'Profile_likelihood_cd_nm_joint_D_KT.R'
        'Profile_likelihood_cd_nm_joint_D_KT_neg.R' 'bootmex.R' 'chi.R'
        'coef.evmSim.R' 'coefficients.evm.R' 'coefficients.migpd.R'
        'constructObject.R' 'copulas.R' 'degp3.R' 'dgev.R' 'dgpd.R'
        'efficient.closures.R' 'texmexFamily.R' 'egp3.R'
        'egp3RangeFit.R' 'endPoint.R' 'estimate_HT.R'
        'estimate_HT_KPT_joint_posneg_nm.R' 'evm.R' 'evm.simSetSeed.R'
        'evmBoot.R' 'evmFit.R' 'evmSim.R' 'extremalIndex.R' 'gev.R'
        'ggplot.bayes.R' 'ggplot.boot.R' 'ggplot.cluster.R'
        'ggplot.evm.R' 'ggplot.mex.R' 'ggplot.migpd.R'
        'ggplot.predict.R' 'ggplot.thresh.R' 'globalVariables.R'
        'gpd.sandwich.R' 'gpd.info.R' 'gpd.R' 'gpdRangeFit.R'
        'gumbel.R' 'hist.evm.R' 'initial_posneg.R'
        'jointExceedanceCurves.R' 'mex.R' 'mexDependence.R'
        'mexDependenceLowLevelFunctions.R' 'mexMonteCarlo.R'
        'mexRangeFit.R' 'mexTransform.R' 'migpd.R' 'migpdCoefs.R'
        'mrl.R' 'mspearman.R' 'multivariate.cauchy.R' 'pegp3.R'
        'pgev.R' 'pgpd.R' 'plot.bootmex.R' 'plot.evm.R' 'plot.evmSim.R'
        'plot.mex.R' 'plot.mexPrediction.R' 'plot.migpd.R'
        'plot.predict.link.evm.R' 'plotrl.evm.R' 'ppevm.R'
        'predict.evm.R' 'predict.mex.R' 'predictWorkers.R'
        'print.bootmex.R' 'print.evm.R' 'print.evmSim.R'
        'print.mexDependence.R' 'print.mexPrediction.R' 'print.migpd.R'
        'profile_minmax_joint_posneg_KT.R' 'qegp3.R' 'qgev.R' 'qgpd.R'
        'qgpd2.R' 'qqevm.R' 'rMaxAR.R' 'regp3.R' 'residuals.evm.R'
        'revTransform.R' 'rgev.R' 'rgpd.R' 'roots.R' 'simulate.R'
        'sombrero-internal.R' 'special.functions.R' 'summary.evm.R'
        'summary.evmSim.R' 'summary.migpd.R' 'summary.predict.mex.R'
        'texmex-package.R' 'texmexWorkers.R' 'thinAndBurn.evm.sim.R'
        'u2gpd.R' 'weibull.info.R' 'weibull.R'
NeedsCompilation: yes
Packaged: 2017-11-16 12:17:43 UTC; harry
Author: Harry Southworth [aut, cre],
  Janet E. Heffernan [aut],
  Paul D. Metcalfe [aut],
  Yiannis Papastathopoulos [ctb],
  Alec Stephenson [ctb],
  Stuart Coles [ctb]
Maintainer: Harry Southworth <harry.southworth@gmail.com>
Repository: CRAN
Date/Publication: 2017-11-16 15:41:18 UTC
Built: R 3.3.3; x86_64-w64-mingw32; 2018-04-22 17:10:33 UTC; windows
Archs: i386, x64
