MCMC runs of posterior distribution of data with Gamma(alpha,beta) density.
Usage
gammap(data, int=1000)
Arguments
data
data vector
int
number of iteractions selected in MCMC. The program selects 1 in each 10
iteractions, then thin=10. The first thin*int/3 iteractions is used as burn-in. After
that, is runned thin*int iteraction, in which 1 of thin is selected for the final
MCMC chain, resulting the number of int iteractions.
Value
An object of class gammap that gives a list containing the points of posterior distributions of alpha and beta of the gamma distribution, the data, mean posterior, median posterior and the credibility interval of the parameters.
# Vector of maxima return for each 10 days for ibovespa datadata(ibovespa)
ibmax=gev(ibovespa[,4],10)$data
# obtaining 500 points of posterior distribution ibovpost=gammap(ibmax,300)