This package allows one to fit a hierarhical spatial model for extremes. It enables linear specifications in all three GEV parameters and incorporates Bayesian Model Averaging to account for model uncertainty. Further, it uses recent results in automatic proposal formation of Metropolis-Hastings samplers to avoid requiring the user to have to specify a large number of tuning parameters.
Alex Lenkoski wrote the software for a specific project. He's more than happy to hear from you if you'd like to see additional features added.
Maintainer: Alex Lenkoski <[email protected]>
A. Dyrrdal, A. Lenkoski, T. Thorarinsdottir, F. Stordal (2014). Bayesian hierarchical modeling of extreme hourly precipitation in Norway. arxiv:1309.6111
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