BMAmevt-package: Bayesian Model Averaging for Multivariate Extremes

Description Details Author(s) See Also


Toolkit for Bayesian estimation of the dependence structure in Multivariate Extreme Value parametric models, with possible use of Bayesian model Averaging techniques


Includes a Generic MCMC sampler. Estimation of the marginal distributions is a prerequisite, e.g. using one of the packages ismev, evd, evdbayes or POT. This package handles data sets which are assumed to be marginally unit-Frechet distributed.


Anne Sabourin

See Also


lbelzile/BMAmevt documentation built on May 17, 2018, 12:16 p.m.