revdbayes (1.3.2)

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Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis.

Provides functions for the Bayesian analysis of extreme value models. The 'rust' package is used to simulate a random sample from the required posterior distribution. The functionality of 'revdbayes' is similar to the 'evdbayes' package , which uses Markov Chain Monte Carlo ('MCMC') methods for posterior simulation. Also provided are functions for making inferences about the extremal index, using the K-gaps model of Suveges and Davison (2010) .

Maintainer: Paul Northrop
Author(s): Paul J. Northrop [aut, cre, cph]

License: GPL (>= 2)

Uses: bayesplot, Rcpp, rust, zoo, evdbayes, ggplot2, testthat, microbenchmark, knitr, rmarkdown
Reverse suggests: fitteR, rust

Released 5 months ago.

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Related packages: evdbayes, bayesm, geoR, HI, LearnBayes, MCMCpack, AdMit, copula, evd, lmomco, Runuran, VGAM, extremefit, evir, LaplacesDemon, fExtremes, AtelieR, Renext, lmom, RTDE(20 best matches, based on common tags.)

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