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.

AuthorPaul J. Northrop [aut, cre, cph]
Date of publication2016-11-23 14:09:45
MaintainerPaul J. Northrop <p.northrop@ucl.ac.uk>
LicenseGPL (>= 2)
Version1.0.0

View on CRAN

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.