Provides functions for the Bayesian analysis of extreme value models. The 'rust' package <https://cran.r-project.org/package=rust> is used to simulate a random sample from the required posterior distribution. The functionality of 'revdbayes' is similar to the 'evdbayes' package <https://cran.r-project.org/package=evdbayes>, which uses Markov Chain Monte Carlo ('MCMC') methods for posterior simulation. In addition, there are functions for making inferences about the extremal index, using the models for threshold inter-exceedance times of Suveges and Davison (2010) <doi:10.1214/09-AOAS292> and Holesovsky and Fusek (2020) <doi:10.1007/s10687-020-00374-3>. Also provided are d,p,q,r functions for the Generalised Extreme Value ('GEV') and Generalised Pareto ('GP') distributions that deal appropriately with cases where the shape parameter is very close to zero.
Version: 1.5.5 Depends: R (≥ 3.3.0) Imports: bayesplot (≥ 1.1.0), exdex, graphics, Rcpp, rust (≥ 1.2.2), stats, utils LinkingTo: Rcpp (≥ 0.12.10), RcppArmadillo Suggests: ggplot2 (≥ 2.2.1), knitr, microbenchmark, rmarkdown, testthat Published: 2024-08-18 DOI: 10.32614/CRAN.package.revdbayes Author: Paul J. Northrop [aut, cre, cph], Scott D. Grimshaw [ctb] Maintainer: Paul J. Northrop <p.northrop at ucl.ac.uk> BugReports: https://github.com/paulnorthrop/revdbayes/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://paulnorthrop.github.io/revdbayes/, https://github.com/paulnorthrop/revdbayes NeedsCompilation: yes Materials: README NEWS In views: Bayesian, Distributions, ExtremeValue CRAN checks: revdbayes results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=revdbayes to link to this page.
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