MCMC4Extremes: Posterior Distribution of Extreme Value Models in R
Version 1.1

Provides some function to perform posterior estimation for some distribution, with emphasis to extreme value distributions. It contains some extreme datasets, and functions that perform the runs of posterior points of the GPD and GEV distribution. The package calculate some important extreme measures like return level for each t periods of time, and some plots as the predictive distribution, and return level plots.

Getting started

Package details

AuthorFernando Ferraz do Nascimento [aut, cre], Wyara Vanesa Moura e Silva [aut, ctb]
Date of publication2016-07-14 07:18:48
MaintainerFernando Ferraz do Nascimento <>
Package repositoryView on CRAN
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MCMC4Extremes documentation built on May 29, 2017, 11:50 a.m.