MCMC4Extremes: Posterior Distribution of Extreme Value Models in R

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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.

Author
Fernando Ferraz do Nascimento [aut, cre], Wyara Vanesa Moura e Silva [aut, ctb]
Date of publication
2016-07-14 07:18:48
Maintainer
Fernando Ferraz do Nascimento <fernandofn@ufpi.edu.br>
License
GPL-2
Version
1.1

View on CRAN

Man pages

barcelos
30-day maxima rainfall at Barcelos Station
dggev
Dual Gamma Generalized Extreme Value Distribution
fajardo
15-day maxima river food at Fajardo River
gammap
Posterior Distribution with Gamma Density
gevp
Posterior Distribution with Parameters of GEV
ggevp
Posterior Distribution with Parameters of Dual Gamma...
gpdp
Posterior Distribution with Parameters of GPD
gumbelp
Posterior Distribution with GEV, where xi=0
gurgueia
Daily river quota of Gurgueia River.
ibovespa
Daily returns of ibovespa
normalp
Posterior Distribution with Normal Density
plot.gevp
Plot Fitted GEV Model
plot.ggevp
Plot Fitted for the Dual Gamma Generalized Extreme Value...
plot.gpdp
Plot Fitted GPD Model
plot.gumbelp
Plot Fitted Gumbel Model
plot.normalp
Plot Fitted Normal Model
summary.gevp
Summarizing Posterior Distribution with Parameters of GEV
summary.ggevp
Summarizing Posterior Distribution with Parameters of GGEV
summary.gpdp
Summarizing Posterior Distribution with Parameters of GPD
summary.gumbelp
Summarizing Posterior Distribution with Parameters of Gumbel

Files in this package

MCMC4Extremes
MCMC4Extremes/NAMESPACE
MCMC4Extremes/data
MCMC4Extremes/data/ibovespa.rda
MCMC4Extremes/data/fajardo.rda
MCMC4Extremes/data/gurgueia.rda
MCMC4Extremes/data/barcelos.rda
MCMC4Extremes/R
MCMC4Extremes/R/rggev.R
MCMC4Extremes/R/gevp.R
MCMC4Extremes/R/gammap.R
MCMC4Extremes/R/qggev.R
MCMC4Extremes/R/summary.gpdp.R
MCMC4Extremes/R/plot.normalp.R
MCMC4Extremes/R/summary.ggevp.R
MCMC4Extremes/R/gpdp.R
MCMC4Extremes/R/plot.gevp.R
MCMC4Extremes/R/plot.gpdp.R
MCMC4Extremes/R/summary.gumbelp.R
MCMC4Extremes/R/plot.ggevp.R
MCMC4Extremes/R/ggevp.R
MCMC4Extremes/R/dggev.R
MCMC4Extremes/R/summary.gevp.R
MCMC4Extremes/R/pggev.R
MCMC4Extremes/R/gumbelp.R
MCMC4Extremes/R/normalp.R
MCMC4Extremes/R/plot.gumbelp.R
MCMC4Extremes/MD5
MCMC4Extremes/DESCRIPTION
MCMC4Extremes/man
MCMC4Extremes/man/barcelos.Rd
MCMC4Extremes/man/gumbelp.Rd
MCMC4Extremes/man/plot.gpdp.Rd
MCMC4Extremes/man/gevp.Rd
MCMC4Extremes/man/ibovespa.Rd
MCMC4Extremes/man/gpdp.Rd
MCMC4Extremes/man/summary.gumbelp.Rd
MCMC4Extremes/man/summary.gpdp.Rd
MCMC4Extremes/man/gammap.Rd
MCMC4Extremes/man/plot.gevp.Rd
MCMC4Extremes/man/plot.ggevp.Rd
MCMC4Extremes/man/plot.gumbelp.Rd
MCMC4Extremes/man/ggevp.Rd
MCMC4Extremes/man/plot.normalp.Rd
MCMC4Extremes/man/gurgueia.Rd
MCMC4Extremes/man/fajardo.Rd
MCMC4Extremes/man/dggev.Rd
MCMC4Extremes/man/normalp.Rd
MCMC4Extremes/man/summary.gevp.Rd
MCMC4Extremes/man/summary.ggevp.Rd