Provides functions for the Bayesian analysis of extreme value models. The 'rust' package <https://cran.rproject.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.rproject.org/package=evdbayes>, which uses Markov Chain Monte Carlo ('MCMC') methods for posterior simulation. Also provided are functions for making inferences about the extremal index, using the Kgaps model of Suveges and Davison (2010) <doi:10.1214/09AOAS292>.
Package details 


Author  Paul J. Northrop [aut, cre, cph] 
Maintainer  Paul J. Northrop <[email protected]> 
License  GPL (>= 2) 
Version  1.3.2 
URL  http://github.com/paulnorthrop/revdbayes 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

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