evdbayes: Bayesian Analysis in Extreme Value Theory

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Provides functions for the bayesian analysis of extreme value models, using MCMC methods.

Author
Alec Stephenson and Mathieu Ribatet.
Date of publication
2014-03-31 14:47:59
Maintainer
Mathieu Ribatet <mathieu.ribatet@univ-montp2.fr>
License
GPL (>= 2)
Version
1.1-1

View on CRAN

Man pages

ar.choice
Compute Suited Proposal Standard Deviations
dinfo
Information for Beta and Gamma Distributions
evdbayes-internal
Internal Functions
jumps
Functions to define reversible jumps
lh
Calculate Log-likelihoods
mc.quant
Compute GEV Quantiles from Markov Chains
mposterior
Maximizing Posterior Distributions
posterior
MCMC Sampling of Posterior Distributions
posterior.mix
MCMC Sampling of Posterior Distributions with mixture
prior
Construction of Prior Distributions
rainfall
Daily Aggregate Rainfall
rl.pred
Return Level Plots for GEV Predictive Distributions
rl.pst
Return Level Plots Depicting Distributions of GEV Quantiles

Files in this package

evdbayes
evdbayes/inst
evdbayes/inst/README
evdbayes/inst/doc
evdbayes/inst/doc/guide.pdf
evdbayes/inst/CHANGES
evdbayes/src
evdbayes/src/evdbayesTest.c
evdbayes/NAMESPACE
evdbayes/data
evdbayes/data/rainfall.rda
evdbayes/R
evdbayes/R/utils.R
evdbayes/R/prior.R
evdbayes/R/univ.R
evdbayes/R/inf.R
evdbayes/R/lik.R
evdbayes/R/mcmc.R
evdbayes/MD5
evdbayes/DESCRIPTION
evdbayes/man
evdbayes/man/dinfo.Rd
evdbayes/man/mc.quant.Rd
evdbayes/man/rainfall.Rd
evdbayes/man/jumps.Rd
evdbayes/man/rl.pred.Rd
evdbayes/man/rl.pst.Rd
evdbayes/man/evdbayes-internal.Rd
evdbayes/man/ar.choice.Rd
evdbayes/man/prior.Rd
evdbayes/man/posterior.Rd
evdbayes/man/posterior.mix.Rd
evdbayes/man/mposterior.Rd
evdbayes/man/lh.Rd