The texmex package for R

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.