Threshold exceedences and multivariate extremes

Documentation for package ‘texmex’ version 1.0

DESCRIPTION file.

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A B C D E G H L M P Q R S T U V W

-- --

texmex-package

Conditional multivariate extreme values modelling.

-- A --

AIC.gpd

Generalized Pareto distribution modelling

-- B --

bgpdSetSeed	Set the seed from a fited \code{bgpd} object.
bootMCS	Multivariate conditional Spearman's rho
bootmex	Bootstrap a conditional multivariate extreme values model

-- C --

chi	Measures of extremal dependence
coef.bgpd	Generalized Pareto distribution modelling
coef.gpd	Generalized Pareto distribution modelling
coef.mex	Conditional multivariate extreme values modelling
coef.migpd	Fit multiple independent generalized Pareto models
coefficients.bgpd	Generalized Pareto distribution modelling
coefficients.gpd	Generalized Pareto distribution modelling
coefficients.mex	Conditional multivariate extreme values modelling
coefficients.migpd	Fit multiple independent generalized Pareto models
copula	Get the copula of a matrix of variables

-- D --

dgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution

-- E --

edf	Computje empirical distributino function

-- G --

gpd	Generalized Pareto distribution modelling
gpd.fit	Internal functions for \code{texmex}
gpdRangeFit	Estimate generalized Pareto distribution parameters over a range of values

-- H --

hist.gpd

Internal functions for \code{texmex}

-- L --

liver

Liver related laboratory data

-- M --

MCS	Multivariate conditional Spearman's rho
mex	Conditional multivariate extreme values modelling
mexDependence	Estimate the dependence parameters in a conditional multivariate extreme values model
mexGumbel	Internal functions for \code{texmex}
mexRangeFit	Estimate dependence parameters in a conditional multivariate extreme values model over a range of thresholds.
migpd	Fit multiple independent generalized Pareto models
migpdCoefs	Change values of parameters in a migpd object
mrlPlot	Mean residual life plot

-- P --

pgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
plot.bgpd	Generalized Pareto distribution modelling
plot.bootMCS	Multivariate conditional Spearman's rho
plot.bootmex	Bootstrap a conditional multivariate extreme values model
plot.chi	Measures of extremal dependence
plot.copula	Get the copula of a matrix of variables
plot.gpd	Generalized Pareto distribution modelling
plot.MCS	Multivariate conditional Spearman's rho
plot.mex	Conditional multivariate extreme values modelling
plot.mexDependence	Estimate the dependence parameters in a conditional multivariate extreme values model
plot.predict.mex	Conditional multivariate extreme values modelling
ppgpd	Internal functions for \code{texmex}
predict.mex	Conditional multivariate extreme values modelling
print.bgpd	Generalized Pareto distribution modelling
print.bootMCS	Multivariate conditional Spearman's rho
print.bootmex	Bootstrap a conditional multivariate extreme values model
print.chi	Measures of extremal dependence
print.copula	Get the copula of a matrix of variables
print.gpd	Generalized Pareto distribution modelling
print.MCS	Multivariate conditional Spearman's rho
print.mex	Conditional multivariate extreme values modelling
print.mexDependence	Estimate the dependence parameters in a conditional multivariate extreme values model
print.migpd	Fit multiple independent generalized Pareto models
print.predict.mex	Conditional multivariate extreme values modelling
print.summary.bgpd	Generalized Pareto distribution modelling
print.summary.gpd	Generalized Pareto distribution modelling
print.summary.predict.mex	Conditional multivariate extreme values modelling

-- Q --

qgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
qgpd2	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
qqgpd	Internal functions for \code{texmex}

-- R --

rain	Rain and wavesurge datasets.
revGumbel	Internal functions for \code{texmex}
rgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
rl.gpd	Internal functions for \code{texmex}

-- S --

show.bootMCS	Multivariate conditional Spearman's rho
show.bootmex	Bootstrap a conditional multivariate extreme values model
show.copula	Get the copula of a matrix of variables
show.gpd	Generalized Pareto distribution modelling
show.MCS	Multivariate conditional Spearman's rho
show.mex	Conditional multivariate extreme values modelling
show.mexDependence	Estimate the dependence parameters in a conditional multivariate extreme values model
show.migpd	Fit multiple independent generalized Pareto models
show.predict.mex	Conditional multivariate extreme values modelling
show.summary.gpd	Generalized Pareto distribution modelling
show.summary.predict.mex	Conditional multivariate extreme values modelling
summary.bgpd	Generalized Pareto distribution modelling
summary.bootMCS	Multivariate conditional Spearman's rho
summary.chi	Measures of extremal dependence
summary.copula	Get the copula of a matrix of variables
summary.gpd	Generalized Pareto distribution modelling
summary.MCS	Multivariate conditional Spearman's rho
summary.mex	Conditional multivariate extreme values modelling
summary.migpd	Fit multiple independent generalized Pareto models
summary.predict.mex	Conditional multivariate extreme values modelling
summer	Air pollution data, summer months.

-- T --

test.bootmex	Validate the texmex package
test.chi	Validate the texmex package
test.copula	Validate the texmex package
test.dgpd	Validate the texmex package
test.gpd	Validate the texmex package
test.gpdRangeFit	Validate the texmex package
test.MCS	Validate the texmex package
test.mex	Validate the texmex package
test.mexDependence	Validate the texmex package
test.mexRangeFit	Validate the texmex package
test.migpd	Validate the texmex package
test.migpdCoefs	Validate the texmex package
test.mrlPlot	Validate the texmex package
test.pgpd	Validate the texmex package
test.plot.bootmex	Validate the texmex package
test.plot.chi	Validate the texmex package
test.plot.gpd	Validate the texmex package
test.plot.mexDependence	Validate the texmex package
test.plot.predict.mex	Validate the texmex package
test.predict.mex	Validate the texmex package
test.qgpd	Validate the texmex package
test.rgpd	Validate the texmex package
test.thinAndBurn.bgpd	Validate the texmex package
texmex	Conditional multivariate extreme values modelling.
thinAndBurn	Process Metropolis output from GPD fitting to discard unwanted observations.
thinAndBurn.bgpd	Process Metropolis output from GPD fitting to discard unwanted observations.

-- U --

u2gpd

Internal functions for \code{texmex}

-- V --

validate.texmex

Validate the texmex package

-- W --

wavesurge	Rain and wavesurge datasets.
winter	Air pollution data, winter months.