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revdbayes
View on CRAN: Click
here
Download and install revdbayes package within the R console
Install from CRAN:
install.packages("revdbayes")
Install from Github:
library("remotes")
install_github("cran/revdbayes")
Install by package version:
library("remotes")
install_version("revdbayes", "1.5.5")
Attach the package and use:
library("revdbayes")
Maintained by
Paul J. Northrop
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-11-23
Latest Update: 2023-01-05
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. 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) and Holesovsky and Fusek (2020)
. 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.
How to cite:
Paul J. Northrop (2016). revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis. R package version 1.5.5, https://cran.r-project.org/web/packages/revdbayes. Accessed 21 Dec. 2024.
Previous versions and publish date:
1.0.0 (2016-11-23 14:09), 1.1.0 (2017-03-14 15:13), 1.2.0 (2017-07-14 22:10), 1.2.1 (2017-08-21 15:46), 1.3.1 (2017-11-02 01:57), 1.3.2 (2018-02-13 00:15), 1.3.3 (2019-03-08 20:00), 1.3.4 (2019-06-22 00:00), 1.3.5 (2019-11-04 18:00), 1.3.6 (2019-12-02 11:30), 1.3.7 (2020-06-26 20:20), 1.3.8 (2020-08-31 09:30), 1.3.9 (2020-09-12 07:50), 1.4.9 (2022-05-09 10:40), 1.5.0 (2022-11-12 09:30), 1.5.1 (2023-01-05 22:50), 1.5.2 (2023-09-10 02:00), 1.5.3 (2023-12-02 01:40), 1.5.4 (2024-07-17 19:00)
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Other R packages that revdbayes depends,
imports, suggests or enhances
Complete documentation for revdbayes
Functions, R codes and Examples using
the revdbayes R package
Some associated functions: binpost . create_prior_xptr . dgaps_post . gev . gev_beta . gev_flat . gev_flatflat . gev_loglognorm . gev_mdi . gev_norm . gev_prob . gev_quant . gom . gp . gp_beta . gp_flat . gp_flatflat . gp_jeffreys . gp_lrs . gp_mdi . gp_norm . gp_pwm . grimshaw_gp_mle . kgaps_post . newlyn . oxford . plot.evpost . plot.evpred . portpirie . pp_check.evpost . predict.evpost . print.evpost . print.summary.evpost . quantile_to_gev . rDir . rainfall . revdbayes-internal . revdbayes-package . rpost . rpost_rcpp . rprior_prob . rprior_quant . set_bin_prior . set_prior . summary.evpost . venice . wbinpost .
Some associated R codes: RcppExports.R . bayesplot.R . dgaps.R . distributions.R . frequentist.R . informative_priors.R . init.R . kgaps.R . likelihoods.R . plot_evpred.R . predictive.R . priors.R . revdbayes-internal.R . revdbayes-package.R . rposterior.R . rposterior_rcpp.R . rprior.R . sample_diagnostics.R . weighted_likelihoods.R . zzz.R . Full revdbayes package functions and examples
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