The tutorial is divided in multiple parts
- The slides, which provide a short introduction to the multivariate conditional extremes model and the associated methodology
- The booklet, which gives an example of using the
texmex
package with additional details and a worked out examples - The R package
mevTutorial
, which contains the dataset used for the practical and thelearnr
practice questions with an application of the model to financial data. This can be run locally on the student's machine from Rstudio.
To run the guided tutorial, run the following commands:
remotes::install_github("lbelzile/texmexTutorial")
learnr::run_tutorial(name = "texmex", package = "texmexTutorial")