Man pages for lbelzile/BMAmevt
Multivariate Extremes: Bayesian Estimation of the Spectral Measure

add.frameAdds graphical elements to a plot of the two dimensional...
BMAmevt-packageBayesian Model Averaging for Multivariate Extremes
cons.angular.datAngular data set generation from unit Frechet data.
ddirimixAngular density/likelihood function in the Dirichlet Mixture...
ddirimix.gridPlots the Dirichlet mixture density on a discretization grid
ddirimix.grid1DUnivariate projection or marginalization of a Dirichlet...
dgridplotImage and/or Contour plots of spectral densities in...
diagnose.PBNLpostsampleDiagnostics for the MCMC output in the PB and NL models.
discretizeDiscretization grid builder.
dm.expar.D3k3Example of valid Dirichlet mixture parameter for tri-variate...
dpairbetaPairwise Beta (PB) and Nested Asymmetric Logistic (NL)...
dpairbeta.gridPB and NL spectral densities on the two-dimensional simplex
excessProb.condit.dmProbability of joint threshold exceedance, in the Dirichlet...
excessProb.condit.nlProbability of joint threshold excess in the NL model
excessProb.condit.pbEstimates the probability of joint excess, given a PB...
excessProb.nlPosterior distribution the probability of joint threshold...
excessProb.pbEstimates the probability of joint excess (Frechet margins)
expfunction.nlExponent function in the NL model.
frechetdatMultivariate data set with margins following unit Frechet...
invlogitInverse logit transformation
lAccept.ratioAcceptance probability in the MCMC algorithm.
laplace.evtLaplace approximation of a model marginal likelihood by...
LeedsTri-variate 'angular' data set approximately distributed...
Leeds.frechetMultivariate data set with margins following unit Frechet...
logitLogit transformation
marginal.lklMarginal model likelihood
marginal.lkl.pbMarginal likelihoods of the PB and NL models.
maxLikelihoodMaximum likelihood optimization
MCpriorIntFunGeneric Monte-Carlo integration of a function under the prior...
MCpriorIntFun.pbGeneric Monte-Carlo integration under the prior distribution...
nl.HparDefault hyper-parameters for the NL model.
nl.MCparDefault MCMC tuning parameter for the Nested Asymmetric...
pb.HparDefault hyper-parameters for the Pairwise Beta model.
pb.MCparDefault MCMC tuning parameter for the Pairwise Beta model.
posteriorDistr.bmaPosterior distribution in the average model
posteriorMCMCMCMC sampler for parametric spectral measures
posteriorMCMC.pbMCMC posterior samplers for the pairwise beta and the...
posteriorMeanPosterior predictive density on the simplex, for...
posterior.predictive3DPosterior predictive density on the simplex, for...
posterior.predictive.pbPosterior predictive densities in the three dimensional PB,...
posteriorWeightsPosterior model weights
prior.nlPrior parameter distribution for the NL model
prior.pbPrior parameter distribution for the Pairwise Beta model
proposal.nlNL3 model: proposal distribution.
proposal.pbPB model: proposal distribution
rdirichletDirichlet distribution: random generator
rect.integrateDensity integration on the two-dimensional simplex
rstable.positPositive alpha-stable distribution.
scores3DLogarithmic score and L^2 distance between two densities on...
transf.to.equiLinear coordinate transformations
winterdatFive-dimensional air quality dataset recorded in Leeds(U.K.),...
lbelzile/BMAmevt documentation built on April 28, 2023, 2:29 p.m.