Statistical Modelling of Extreme Values
Overview
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
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- 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%
- texmexVignettes HTML
Downloads
Repository
- 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
Forks over time
Issues over time
PRs over time
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.
Dependencies
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.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 2.4.9Latest
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 2.4.8
- 2.4.72020-06-12 · diff ↗
- RR 4.0.0 released · 2020-04-24
- unarchivedReturned to CRAN2020-04-02
- 2.4.52020-04-02 · diff ↗ ·
added 13 exports
.exprel, .log1prel, cv, dglo, dgumbel, glo, gpdIntCensored, pglo, pgumbel, qglo, qgumbel, rglo, rgumbel - archivedRemoved from CRAN2020-02-19check problems were not corrected despite reminders
- RR 3.6.0 released · 2019-04-26
- 2.4.2
- RR 3.5.0 released · 2018-04-23
Show 17 earlier eventsHide 17 earlier events
- 2.4
- RR 3.4.0 released · 2017-04-21
- 2.32016-11-18 · 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 moreadded 12 exports
JointExceedanceCurve, addExcesses, calcJointExceedanceCurve, degp3, egp3, egp3RangeFit, geom_jointExcCurve, ggplotrl, mexAll, mexMonteCarlo, pegp3, regp3 - RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 2.12013-12-31 · diff ↗
- 2.02013-11-25 · 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 - RR 3.0.0 released · 2013-04-03
- 1.3
- RR 2.15.0 released · 2012-03-30
- 1.22011-11-18 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 1.12011-09-28 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 1.02010-12-21
- RR 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
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.
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.