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MCMC4Extremes  

Posterior Distribution of Extreme Value Models in R
View on CRAN: Click here


Download and install MCMC4Extremes package within the R console
Install from CRAN:
install.packages("MCMC4Extremes")

Install from Github:
library("remotes")
install_github("cran/MCMC4Extremes")

Install by package version:
library("remotes")
install_version("MCMC4Extremes", "1.1")



Attach the package and use:
library("MCMC4Extremes")
Maintained by
Fernando Ferraz do Nascimento
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-04-02
Latest Update: 2016-07-14
Description:
Provides some function to perform posterior estimation for some distribution, with emphasis to extreme value distributions. It contains some extreme datasets, and functions that perform the runs of posterior points of the GPD and GEV distribution. The package calculate some important extreme measures like return level for each t periods of time, and some plots as the predictive distribution, and return level plots.
How to cite:
Fernando Ferraz do Nascimento (2015). MCMC4Extremes: Posterior Distribution of Extreme Value Models in R. R package version 1.1, https://cran.r-project.org/web/packages/MCMC4Extremes. Accessed 11 Aug. 2026.
Previous versions and publish date:
1.0 (2015-04-02 00:04), (2026-07-09 08:08)
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Complete documentation for MCMC4Extremes
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