The texmex package for R
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Extreme value modelling with R. Includes univariate
modelling using generalized Pareto,
generalized extreme value, Weibull and Gumbel
distributions, and the
multivariate conditional approach of Heffernan and
Tawn.

The package contains a test suite that depends on the
testthat package. To use the test suite, install
using 'R CMD INSTALL --install-tests' and then running
'devtools::test("texmex")' within R, where "texmex" points
to the package location.

This work was partially funded by AstraZeneca.
