revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

Provides functions for the Bayesian analysis of extreme value models. The 'rust' package <https://cran.r-project.org/package=rust> is used to simulate a random sample from the required posterior distribution. The functionality of 'revdbayes' is similar to the 'evdbayes' package <https://cran.r-project.org/package=evdbayes>, which uses Markov Chain Monte Carlo (MCMC) methods for posterior simulation. See the 'revdbayes' website for more information, documentation and examples.

Author
Paul J. Northrop [aut, cre, cph]
Date of publication
2016-11-23 14:09:45
Maintainer
Paul J. Northrop <p.northrop@ucl.ac.uk>
License
GPL (>= 2)
Version
1.0.0

View on CRAN

Man pages

gom
Storm peak significant wave heights from the Gulf of Mexico
oxford
Annual Maximum Temperatures at Oxford
plot.evpost
Plot diagnostics for an evpost object
portpirie
Annual Maximum Sea Levels at Port Pirie, South Australia
rainfall
Daily Aggregate Rainfall
revdbayes
revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme...
rpost
Random sampling from extreme value posterior distributions
set_prior
Construction of prior distributions
summary.evpost
Summarizing an evpost object
venice
Largest Sea Levels in Venice

Files in this package

revdbayes
revdbayes/inst
revdbayes/inst/doc
revdbayes/inst/doc/revdbayes-vignette.R
revdbayes/inst/doc/revdbayes-vignette.html
revdbayes/inst/doc/revdbayes-vignette.Rmd
revdbayes/NAMESPACE
revdbayes/data
revdbayes/data/rainfall.rda
revdbayes/data/gom.rda
revdbayes/data/venice.rda
revdbayes/data/portpirie.rda
revdbayes/data/oxford.rda
revdbayes/R
revdbayes/R/revdbayes.R
revdbayes/R/priors.R
revdbayes/R/sample_diagnostics.R
revdbayes/R/frequentist.R
revdbayes/R/init.R
revdbayes/R/likelihoods.R
revdbayes/R/misc.R
revdbayes/R/rposterior.R
revdbayes/vignettes
revdbayes/vignettes/revdbayes.bib
revdbayes/vignettes/revdbayes-vignette.Rmd
revdbayes/README.md
revdbayes/MD5
revdbayes/build
revdbayes/build/vignette.rds
revdbayes/DESCRIPTION
revdbayes/man
revdbayes/man/rainfall.Rd
revdbayes/man/set_prior.Rd
revdbayes/man/gom.Rd
revdbayes/man/portpirie.Rd
revdbayes/man/plot.evpost.Rd
revdbayes/man/rpost.Rd
revdbayes/man/summary.evpost.Rd
revdbayes/man/oxford.Rd
revdbayes/man/venice.Rd
revdbayes/man/revdbayes.Rd