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texmex

2.4.9Package record

Statistical Modelling of Extreme Values

1packages dependsuggested by 1
10.5Kdownloads / year
0.0%test coverage
13/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 4.2 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-04-22
  • ERROR13 OK, 1 ERROR2026-04-18
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.4.9
READMEYes · 76 wordsVignettesYes · 1 · dynamicNEWSNoCitation fileYes · computed when R runs itWebsitenot declared in DESCRIPTION
Help pages
58includes a package overview page
Examples that run
70%19 run in a plain check · 8 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
65%
Documented parameters
85%
Return-value docs
62%
Help pages citing references
28%
Vignettes (1)

Downloads

10.5K
CRAN downloads in the past year
Rank #4,192 · ~29/day · ~874/mo
Daily download trend is not available in this view yet.
69030 days
2.1K90 days
10.5K1 year
Compare downloads with other packages →
Also on394 r2u5 autocran175 c2d4u

Repository

7Stars
8Forks
11Open issues
1Open PRs
0Releases
1,137Commits
13Commit identities
1,137 commits · Last activity 2024-03-04
Responsiveness
How these are sampled
PRs merged (all time)
100%
Median days to close, 50 most recently updated closed issues
89
Median days to close, 50 most recently updated closed PRs
2

Stars over time

2024-06-07 · 72026-07-07 · 7
PracticesBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/harrysouthworth/texmex on 2026-10-21.

Continuous integration (1)
Travis CI (config file)
Git structural (1)
.gitattributes
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
12 external dependencies (excludes base and recommended)

Installing texmex adds 19 packages (9 with compiled code, 16 MB of source tarballs). Heaviest: ggplot2 6.0 MB, Rcpp 1.8 MB, isoband 1.5 MB.

Depends (3)
Imports (1)
LinkingTo (1)
Suggests (12)
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Suggested by 1
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

Datasets

People & History

People (6)
Author, Maintainer since 1.0 (2010)
Contributor · added in 2.4
Contributor · added in 2.4
Contributor · added in 2.4
Listed in earlier versions (2)
Paul D.
no longer listed · 2.3 to 2.4.9
Janet E.
no longer listed · 2.3 to 2.4.9
Releases (13)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 2.4.9Latest
    record
    2024-03-04 · current release · diff ↗ ·
    added 4 exports
    evm.declustered, evm.default, evmReal, qegp3
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 2.4.8
    record
    2020-12-04 · diff ↗ ·
    removed 2 exports
    .exprel, .log1prel
  • 2.4.7
    record
    2020-06-12 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • unarchivedReturned to CRAN
    2020-04-02
  • 2.4.5
    record
    2020-04-02 · diff ↗ ·
    added 13 exports
    .exprel, .log1prel, cv, dglo, dgumbel, glo, gpdIntCensored, pglo, pgumbel, qglo, qgumbel, rglo, rgumbel
  • archivedRemoved from CRAN
    2020-02-19
    check problems were not corrected despite reminders
  • R
    R 3.6.0 released · 2019-04-26
  • 2.4.2
    record
    2018-10-05 · diff ↗ ·
    added 3 exports
    cgpd, gpd.prof, makeReferenceMarginalDistribution
  • R
    R 3.5.0 released · 2018-04-23
Show 17 earlier eventsHide 17 earlier events
  • 2.4
    record
    2017-11-16 · diff ↗ ·
    added 2 exports
    gumbel, weibull
  • R
    R 3.4.0 released · 2017-04-21
  • 2.3
    record
    2016-11-18 · diff ↗ ·
    removed 117 exports
    AIC.evmOpt, coef.evmBoot, coef.evmOpt, coef.evmSim, coefficients.evmBoot, coefficients.evmOpt, coefficients.evmSim, coefficients.mex, coefficients.migpd, coef.mex, coef.migpd, declust.default, declust.extremalIndex, endPoint.evmBoot, endPoint.evmOpt, endPoint.evmSim, evm.declustered, evm.default, evmFit, findFormulae, getPlotRLdata, gpd.info, hist.evmOpt, initRNG, linearPredictors.evmBoot, linearPredictors.evmOpt, linearPredictors.evmSim, mexTransform, namesBoot2sim, plot.bootMCS and 87 more
    added 12 exports
    JointExceedanceCurve, addExcesses, calcJointExceedanceCurve, degp3, egp3, egp3RangeFit, geom_jointExcCurve, ggplotrl, mexAll, mexMonteCarlo, pegp3, regp3
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
  • R
    R 3.1.0 released · 2014-04-10
  • 2.1
    record
    2013-12-31 · diff ↗
  • 2.0
    record
    2013-11-25 · diff ↗ ·
    removed 1 export
    pattern:^[^\\.]
    added 155 exports
    AIC.evmOpt, bootExtremalIndex, bootMCS, bootmex, chi, coef.evmBoot, coef.evmOpt, coef.evmSim, coefficients.evmBoot, coefficients.evmOpt, coefficients.evmSim, coefficients.mex, coefficients.migpd, coef.mex, coef.migpd, copula, declust, declust.default, declust.extremalIndex, dgev, dgpd, edf, endPoint, endPoint.evmBoot, endPoint.evmOpt, endPoint.evmSim, evm, evmBoot, evm.declustered, evm.default and 125 more
  • R
    R 3.0.0 released · 2013-04-03
  • 1.3
    record
    2012-08-13 · diff ↗ ·
    added 1 export
    pattern:^[^\\.]
  • R
    R 2.15.0 released · 2012-03-30
  • 1.2
    record
    2011-11-18 · diff ↗
  • R
    R 2.14.0 released · 2011-10-31
  • 1.1
    record
    2011-09-28 · diff ↗
  • R
    R 2.13.0 released · 2011-04-13
  • 1.0
    record
    2010-12-21
  • R
    R 2.12.0 released · 2010-10-15

Package metadata

First published
2010-12-21
Total releases
13 / 16 yrs
License
GPL (>= 2) OSI · relicensed from GPL (>= 2) | BSD in 2.0
Bundled data
54 KB / 7 files
Download size
266 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("texmex")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for texmex version 2.4.9 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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