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evdbayes (version 1.1-3)

Bayesian Analysis in Extreme Value Theory

Description

Provides functions for the Bayesian analysis of extreme value models, using Markov chain Monte Carlo methods. Allows the construction of both uninformative and informed prior distributions for common statistical models applied to extreme event data, including the generalized extreme value distribution.

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Version

Install

install.packages('evdbayes')

Monthly Downloads

356

Version

1.1-3

License

GPL (>= 2)

Maintainer

Last Published

March 1st, 2023

Functions in evdbayes (1.1-3)

lh

Calculate Log-likelihoods
dinfo

Information for Beta and Gamma Distributions
prior

Construction of Prior Distributions
posterior

MCMC Sampling of Posterior Distributions
rl.pred

Return Level Plots for GEV Predictive Distributions
rl.pst

Return Level Plots Depicting Distributions of GEV Quantiles
mposterior

Maximizing Posterior Distributions
mc.quant

Compute GEV Quantiles from Markov Chains
rainfall

Daily Aggregate Rainfall
evdbayes-internal

Internal Functions
Accept Rate

Compute Suited Proposal Standard Deviations