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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.
Getting started
Browse package contents
Package details |
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| Author | Fernando Ferraz do Nascimento [aut, cre], Wyara Vanesa Moura e Silva [aut, ctb] |
| Maintainer | Fernando Ferraz do Nascimento <fernandofn@ufpi.edu.br> |
| License | GPL-2 |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the MCMC4Extremes package in your browser
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