There are vignettes for the following areas of texmex functionality:

• Univariate extreme value modelling
• Multivariate conditional extreme value modelling
• Extreme value modelling of dependent series
• Extended Generalized Pareto Distribution 3 (EGP3) in texmex
• The texmex validation suite

These can be found at the following location [https://github.com/janetheffernan/texmexVignettes].