evdbayes: Bayesian Analysis in Extreme Value Theory

Provides functions for the Bayesian analysis of extreme value models, using Markov chain Monte Carlo methods. Allows the construction of both uninformative and informed prior distributions for common statistical models applied to extreme event data, including the generalized extreme value distribution.

Getting started

Package details

AuthorAlec Stephenson [aut, cre], Mathieu Ribatet [aut]
MaintainerAlec Stephenson <alec_stephenson@hotmail.com>
LicenseGPL (>= 2)
Version1.1-3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("evdbayes")

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evdbayes documentation built on March 7, 2023, 5:34 p.m.