spatial.gev.bma: Hierarchical spatial generalized extreme value (GEV) modeling with Bayesian Model Averaging (BMA)

This package fits a hierarchical spatial model for the generalized extreme value distribution with the option of model averaging over the space of covariates.

AuthorAlex Lenkoski
Date of publication2014-05-21 16:58:48
MaintainerAlex Lenkoski <alex@nr.no>
LicenseGPL
Version1.0

View on CRAN

Man pages

dmvnorm: Log density of a multivariate normal distribution

f.double.prime: Second derivative of the posterior distribution of a spatial...

f.prime: First derivative of the posterior of a spatial GEV model with...

g.double.prime: The second derivative of a GEV distribution with respect to a...

gev.crps: Compute the Continuous Rank Probability Score (CRPS)

gev.impute: Given the output of the MCMC, return a number of samples for...

gev.init: Initilizes a state object for a Spatial GEV distribution

gev.like: The log likelihood of a GEV distribution

gev.logscore: Compute the Log Score

gev.process.results: Outputs some tables from the results of Spatial GEV MCMC run

gev.results.init: Initialize a results object for spatial.bma.gev

gev.update: Updates all the parameters in a spatial GEV model

gev.update.hyper: Updates the Gaussian Process hyperparameters in the Spatial...

gev.update.lambda: Update the lambda parameter in a Gaussian Process

gev.update.M: Sample a new model from the current model for any linear...

gev.update.tau.kappa: Update the random effects of the precision parameter in a...

gev.update.tau.mu: Internal function to update the random effects of the...

gev.update.tau.xi: Update the random effects for the shape parameter in a...

gev.update.theta: Update the linear parameters in a spatial GEV model

gev.z.p: Calculate the 1/p return level for a GEV distribution

gp.like.lambda: The likelihood of a Gaussian process used to initialize the...

g.prime: The first derivative of the posterior density of a spatial...

j.double.prime: The second derivative of a spatial GEV with respect to a...

j.prime: The first derivative of the posterior density of a spatial...

l.double.prime: The second derivative of a Gaussian process with respect to...

logdet: Returns the log determinant for a symmetric positive definite...

l.prime: First derivative of a GP with respect to lambda

make.D: Form the distance matrix for use in a Gaussian Process

norway: Extreme Precipitation Data at 69 Sites in Norway

spatial.gev.bma: Run an MCMC to fit a hierarchical spatial generalized extreme...

spatial.gev.bma-package: Fit a Hierarchical Spatial Generalized Extreme Value model...

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

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