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. Also provided are functions for making inferences about the extremal index, using the K-gaps model of Suveges and Davison (2010) <doi:10.1214/09-AOAS292>.

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Description file content

Package
revdbayes
Title
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Version
1.3.2
Date
2018-02-12
Description
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) .
Imports
bayesplot (>= 1.1.0), graphics, methods, Rcpp, rust (>= 1.2.2), stats, utils, zoo
License
GPL (>= 2)
LazyData
TRUE
Depends
R (>= 3.3.0),
RoxygenNote
6.0.1
Suggests
evdbayes, ggplot2 (>= 2.2.1), knitr, microbenchmark, rmarkdown, testthat
VignetteBuilder
knitr
URL
BugReports
http://github.com/paulnorthrop/revdbayes/issues
LinkingTo
Rcpp (>= 0.12.10), RcppArmadillo
NeedsCompilation
yes
Packaged
2018-02-12 19:44:22 UTC; paul
Author
Paul J. Northrop [aut, cre, cph]
Maintainer
Paul J. Northrop
Repository
CRAN
Date/Publication
2018-02-12 23:14:59 UTC

install.packages('revdbayes')

1.3.2

3 months ago

http://github.com/paulnorthrop/revdbayes

Paul J. Northrop

GPL (>= 2)

Depends on

R (>= 3.3.0),

Imports

bayesplot (>= 1.1.0), graphics, methods, Rcpp, rust (>= 1.2.2), stats, utils, zoo

Suggests

evdbayes, ggplot2 (>= 2.2.1), knitr, microbenchmark, rmarkdown, testthat

Discussions