hkevp: Spatial Extreme Value Analysis with the Hierarchical Model of Reich and Shaby (2012)

Several procedures around a particular hierarchical model for extreme value: the HKEVP of Reich and Shaby (2012) <DOI:10.1214/12-AOAS591>. Simulation, estimation and spatial extrapolation of this model are available for extreme value data. A special case of this process is also handled: the Latent Variable Model of Davison et al. (2012) <DOI:10.1214/11-STS376>.

Author
Quentin Sebille
Date of publication
2016-09-23 11:17:04
Maintainer
Quentin Sebille <quentin.sebille@gmail.com>
License
GPL
Version
1.1.4

View on CRAN

Man pages

extrapol.gev
Spatial extrapolation of GEV parameters with the HKEVP
extrapol.return.level
Spatial extrapolation of a return level.
hkevp
A hierarchical model for spatial extreme values
hkevp.expmeasure
Exponent measure of the HKEVP
hkevp.fit
Fitting procedure of the HKEVP with MCMC algorithm
hkevp.predict
Predictive distribution of the max-stable process at target...
hkevp.rand
Simulation of the HKEVP
latent.fit
Fitting procedure of the latent variable model
MCMC_cppfun
C routine for fitting either the HKEVP or the latent variable...
mcmc.fun
Point estimates of HKEVP fit
mcmc.plot
Markov chains plotting
return.level
The associated return level

Files in this package

hkevp
hkevp/src
hkevp/src/Makevars
hkevp/src/hkevp.cpp
hkevp/src/RcppExports.cpp
hkevp/NAMESPACE
hkevp/R
hkevp/R/mcmc.fun.R
hkevp/R/hkevp.fit.R
hkevp/R/extrapol.gev.R
hkevp/R/hkevp.expmeasure.R
hkevp/R/hkevp.rand.R
hkevp/R/RcppExports.R
hkevp/R/hkevp.R
hkevp/R/return.level.R
hkevp/R/extrapol.return.level.R
hkevp/R/hkevp.predict.R
hkevp/R/mcmc.plot.R
hkevp/R/latent.fit.R
hkevp/MD5
hkevp/DESCRIPTION
hkevp/man
hkevp/man/MCMC_cppfun.Rd
hkevp/man/hkevp.fit.Rd
hkevp/man/extrapol.return.level.Rd
hkevp/man/extrapol.gev.Rd
hkevp/man/return.level.Rd
hkevp/man/hkevp.predict.Rd
hkevp/man/hkevp.Rd
hkevp/man/hkevp.expmeasure.Rd
hkevp/man/mcmc.fun.Rd
hkevp/man/latent.fit.Rd
hkevp/man/mcmc.plot.Rd
hkevp/man/hkevp.rand.Rd