Toolkit for Bayesian estimation of the dependence structure in Multivariate Extreme Value parametric models, with possible use of Bayesian model Averaging techniques
Generic MCMC sampler. Estimation of the marginal
distributions is a prerequisite, e.g. using one of
POT. This package handles data sets which are
assumed to be marginally unit-Frechet distributed.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.