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. Also provided are functions for making inferences about the extremal index, using the K-gaps model of Suveges and Davison (2010) <doi:10.1214/09-AOAS292>.

Package details

AuthorPaul J. Northrop [aut, cre, cph]
MaintainerPaul J. Northrop <[email protected]>
LicenseGPL (>= 2)
Version1.3.2
URL http://github.com/paulnorthrop/revdbayes
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("revdbayes")

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revdbayes documentation built on Feb. 13, 2018, 1:04 a.m.