Performance comparisons | Generalised Pareto (GP) model | Generalised Extreme Value (GEV) model | Point Process (PP) model | Providing a user-defined prior | References

Cross-validatory predictive performance for i.i.d. data | Predictive inference for future extremes | Single training threshold | Inferences averaged over multiple thresholds | References

Creating datasets with identical summary statistics | Anscombe's quartet | Other two-dimensional examples | Three-dimensional examples

Beta-binomial model | Gamma-Poisson Model | References

Late 21st Century Global Temperature Projection Data | Coagulation time data | Appendix | Marginal posterior density of $\boldsymbol{\mathbf{\phi}}$ | A special case | The conditional posterior density of $\boldsymbol{\mathbf{\theta}}$ given $\boldsymbol{\mathbf{\phi}}$ | Factorisations for simulation | References

GEV regression of annual maximum temperatures | ismev | Confidence intervals | Confidence regions | Comparing nested models | texmex | evd | extRemes | eva | evir | fExtremes | mev | POT | References

The multivariate generalized ratio-of-uniforms method | Example: the multivariate normal distribution | Transformation of variable prior to sampling | Relocation of the mode to the origin | Transformations to improve normality and reduce association | Using the code | Example 1: posterior density from a generalized Pareto extreme value analysis | Example 2: log-normal density | Example 3: gamma density | Example 4: normal density | References

Providing a C++ function to ru_rcpp | Examples : ru_rcpp | Standard normal density | Multivariate normal density | Log-normal density after Box-Cox transformation | Generalized Pareto posterior density | Examples : find_lambda_one_d_rcpp and find_lambda_rcpp | Gamma density: example for find_lambda_one_d_rcpp | Generalized Pareto posterior density: example for find_lambda_rcpp | References

Conditions on $f$ | Unbounded densities | Heavy-tailed densities | Cauchy density | Hierarchical 1-way ANOVA with few groups | Multimodal densities | References

Cheeseboro wind gust data | Inferences for model parameters | Inferences for return levels | References

The revdbayes package | The ratio-of-uniforms method | Generalised Pareto (GP) model | Gulf of Mexico Wave Height Data | Generalised Extreme Value (GEV) model | Port Pirie Sea Level Data | Oxford Temperature Data | Point Process (PP) model | Rainfall Data | $r$-largest Order Statistics (OS) model | Venice Sea Level Data | References

Supplying to itp an R function | Well-behaved functions | Lambert: $f(x) = x e^x - 1$ | Trigonometric 1: $f(x) = \tan(x - 1 / 10)$ | Ill-behaved functions | Polynomial 3 (non-simple root): $f(x) = (10^6 x - 1) ^ 3$ | Staircase (discontinuous): $f(x) = \lceil 10 x - 1 \rceil + 1/2$ | Warsaw (multiple roots): $f(x) = I(x > -1)\left(1 + \sin\left(\frac{1}{1+x}\right)\right)-1$ | Supplying to itp an external pointer to a C++ function | C++ function itp_c | Plot method | References

Bayesian inferences for model parameters | Predictive inference | References

Posterior predictive model checking | Overlaid density and distribution functions | Multiple plots | Posterior predictive test statistics | Posterior predictive extreme value inference | Posterior predictive density and distribution functions | Posterior predictive intervals | References

$K$-gaps and $D$-gaps models | Bayesian Inference | References

Semiparametric maxima estimators | Newlyn sea surges | S&P 500 index | Block size selection | Threshold-based estimators | $K$-gaps | Multiple time series and missing values | $D$-gaps | Iterated weighted least squares | References

Nearest Neighbour Search with Variables on a Torus | An example | References

Probability distributions | Discrete distributions | Continuous distributions | Sampling distributions | Central Limit Theorem | Central Limit Theorem for sample quantiles | Extremal Types Theorem | Mean vs median | Product Moment Correlation Coefficient | Regression | Leverage and influence | Hypothesis Testing | Wald, Wilks and Score test statistics | Testing a simple hypothesis: normally distributed variables | References

Loglikelihood adjustment using the adjust_loglik function | Binomial model | Confidence intervals | Extreme value modelling of maximum temperatures | Confidence regions | Comparing nested models | Misspecified Poisson model | References

The generalized ratio-of-uniforms method as an alternative to MCMC | An example: hierarchical beta-binomial model | References

Beta-binomial model | Gamma-Poisson model | One-way Hierarchical ANOVA | References