Package: revdbayes
Title: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Version: 1.5.7
Date: 2026-03-24
Authors@R: c(person(c("Paul", "J."), "Northrop", email = "p.northrop@ucl.ac.uk",
  role = c("aut", "cre", "cph")), person(c("Scott", "D."), "Grimshaw", 
  role = c("ctb")))
Description: 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.
Imports: bayesplot (>= 1.1.0), exdex, graphics, Rcpp, rust (>= 1.2.2),
        stats, utils
License: GPL (>= 2)
LazyData: TRUE
Encoding: UTF-8
Depends: R (>= 3.3.0),
RoxygenNote: 7.3.3
Suggests: ggplot2 (>= 2.2.1), knitr, microbenchmark, rmarkdown,
        testthat
VignetteBuilder: knitr
URL: https://paulnorthrop.github.io/revdbayes/,
        https://github.com/paulnorthrop/revdbayes
BugReports: https://github.com/paulnorthrop/revdbayes/issues
LinkingTo: Rcpp (>= 0.12.10), RcppArmadillo
Config/testthat/edition: 3
Config/pak/sysreqs: libicu-dev
Repository: https://paulnorthrop.r-universe.dev
Date/Publication: 2026-03-24 16:42:08 UTC
RemoteUrl: https://github.com/paulnorthrop/revdbayes
RemoteRef: HEAD
RemoteSha: 5cd0153eb3d5399124ba1c850d96d706ba98e44c
NeedsCompilation: yes
Packaged: 2026-06-24 02:47:50 UTC; root
Author: Paul J. Northrop [aut, cre, cph],
  Scott D. Grimshaw [ctb]
Maintainer: Paul J. Northrop <p.northrop@ucl.ac.uk>