The texmex package for R

Build Status Code Coverage CRAN Status Badge

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.

Currently (2019-11-01) for me (Harry) to get roxygen to work, it seems necessary to do

remotes::install_version(“roxygen2”, “6.0.1”)

I’m sure there are other workarounds and the issue may be system dependent. There’s a whole lovefest about it under Issue 822 in the roxygen2 GitHub.