Package: revdbayes 1.5.5

revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

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.

Authors:Paul J. Northrop [aut, cre, cph], Scott D. Grimshaw [ctb]

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Bug tracker:https://github.com/paulnorthrop/revdbayes/issues

On CRAN:

analysisbayesianextremeextreme-value-statisticsextremesgeneralized-pareto-distributiongevinferencenhpppoint-processposteriorpredictivercppvalue

39 exports 5 stars 2.18 score 51 dependencies 3 dependents 58 scripts 1.9k downloads

Last updated 28 days agofrom:9cdcd45886. Checks:OK: 9. Indexed: yes.

Exports:binpostcreate_prior_xptrdgaps_postdgevdgpgev_betagev_flatgev_flatflatgev_loglognormgev_mdigev_normgev_probgev_quantgp_betagp_flatgp_flatflatgp_jeffreysgp_lrsgp_mdigp_normgp_pwmgrimshaw_gp_mlekgaps_postpgevpgppp_checkqgevqgpquantile_to_gevrDirrgevrgprpostrpost_rcpprprior_probrprior_quantset_bin_priorset_priorwbinpost

Dependencies:abindbackportsbayesplotchandwichcheckmateclicolorspacedistributionaldplyrexdexfansifarvergenericsggplot2ggridgesgluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivpillarpkgconfigplyrposteriorR6RColorBrewerRcppRcppArmadilloRcppRollreshape2rlangrustscalesstringistringrtensorAtibbletidyselectutf8vctrsviridisLitewithr