Compute gev quantiles from samples stored within a Markov chain, corresponding to specified probabilities in the upper tail.
mc.quant(post, p, lh = c("gev", "gpd"))A matrix with \(n\) rows and \(m\) columns, where \(n\) is the number of samples stored within the chain, and \(m\) is the length of the vector \(p\). If \(m = 1\) the dimension is dropped (i.e. a vector of length
\(n\) is returned).
The (i,j)th entry contains the gev quantile coresponding to the
upper tail probability p[j], evaluated at the parameters
within sample i.
If a linear trend on the location has been implemented, the quantiles correspond to the distribution obtained when the trend parameter is zero.
A Markov chain generated using posterior,
containing samples of gev parameters.
A numeric vector of upper tail probabilities.
Specify ``gev'' or ``gpd'' likelihood.
See the user's guide.
posterior