Description Usage Arguments Details Value See Also

Test or show objects of class "bayesfit".

1 | ```
is.bayesfit(x)
``` |

`x` |
an arbitrary |

Default plot shows samples of residual densities (`which==1`

), residual distribution with credible interval (*5\%* and *95\%* posterior quantiles; `which==2`

), and joint posterior distribution of *α* and *β* (`which==3`

) for each lag successively. `which`

can be any composition of 1,2 and 3.

An object of class "bayesfit" is a list containing MCMC traces for:

`a,b ` |
Heffernan-Tawn parameters. |

`sd,mean,w ` |
standard deviations, means and weights of the mixture components. |

`prec ` |
precision parameter of the Dirichlet process. |

`ci ` |
auxiliary variable; components' indices for each observation. |

`noo ` |
number of observations in each mixture component. |

`noc ` |
number of non-empty components in the mixture. |

`prop.sd ` |
standard deviations of the proposal distributions for |

And `len`

, the length of the traces, i.e., the number of iterations saved.

tsxtreme documentation built on Dec. 22, 2018, 1:04 a.m.

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