texmex: Threshold exceedences and multivariate extremes

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

Version: 1.3
Depends: mvtnorm
Suggests: MASS, RUnit, lattice
Published: 2012-08-13
Author: Harry Southworth, Janet E. Heffernan
Maintainer: Harry Southworth <harry.southworth at astrazeneca.com>
License: GPL-2 | GPL-3 | BSD [expanded from: GPL (≥ 2) | BSD]
NeedsCompilation: yes
CRAN checks: texmex results

Downloads:

Package source: texmex_1.3.tar.gz
MacOS X binary: texmex_1.3.tgz
Windows binary: texmex_1.3.zip
Reference manual: texmex.pdf
Old sources: texmex archive