Package: evdbayes 1.1-3

Alec Stephenson

evdbayes: Bayesian Analysis in Extreme Value Theory

Provides functions for the Bayesian analysis of extreme value models, using Markov chain Monte Carlo methods. Allows the construction of both uninformative and informed prior distributions for common statistical models applied to extreme event data, including the generalized extreme value distribution.

Authors:Alec Stephenson [aut, cre], Mathieu Ribatet [aut]

evdbayes_1.1-3.tar.gz
evdbayes_1.1-3.tar.gz(r-4.5-noble)evdbayes_1.1-3.tar.gz(r-4.4-noble)
evdbayes_1.1-3.tgz(r-4.4-emscripten)evdbayes_1.1-3.tgz(r-4.3-emscripten)
evdbayes.pdf |evdbayes.html✨
evdbayes/json (API)

# Install 'evdbayes' in R:
install.packages('evdbayes', repos = 'https://cloud.r-project.org')
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 373 downloads 1 mentions 26 exports 0 dependencies

Last updated 2 years agofrom:b0b2783d9e. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 16 2025
R-4.5-linux-x86_64OKMar 16 2025
R-4.4-linux-x86_64OKMar 16 2025

Exports:ar.choicedpostdprior.loglognormdprior.normdprior.probdprior.quantgevlikgevlik2gibbsgpdlikgpdlik2ibetaigammamc.quantmposterioroslikoslik2posteriorpplikpplik2prior.loglognormprior.normprior.probprior.quantrl.predrl.pst

Dependencies:

Citation

To cite package ‘evdbayes’ in publications use:

Stephenson A, Ribatet M (2023). evdbayes: Bayesian Analysis in Extreme Value Theory. R package version 1.1-3, https://CRAN.R-project.org/package=evdbayes.

Corresponding BibTeX entry: 

  @Manual{,
    title = {evdbayes: Bayesian Analysis in Extreme Value Theory},
    author = {Alec Stephenson and Mathieu Ribatet},
    year = {2023},
    note = {R package version 1.1-3},
    url = {https://CRAN.R-project.org/package=evdbayes},
  }