MCMC4Extremes: Posterior Distribution of Extreme Value Models in R

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.

Install the latest version of this package by entering the following in R:
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 <>

View on CRAN


barcelos Man page
dggev Man page
fajardo Man page
gammap Man page
gevp Man page
ggevp Man page
gpdp Man page
gumbelp Man page
gurgueia Man page
ibovespa Man page
normalp Man page
pggev Man page
plot.gevp Man page
plot.ggevp Man page
plot.gpdp Man page
plot.gumbelp Man page
plot.normalp Man page
qggev Man page
rggev Man page
summary.gevp Man page
summary.ggevp Man page
summary.gpdp Man page
summary.gumbelp Man page

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.