Package: revdbayes 1.5.5
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. 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) <doi:10.1214/09-AOAS292> and Holesovsky and Fusek (2020) <doi:10.1007/s10687-020-00374-3>. 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.
Authors:
revdbayes_1.5.5.tar.gz
revdbayes_1.5.5.tar.gz(r-4.5-noble)revdbayes_1.5.5.tar.gz(r-4.4-noble)
revdbayes_1.5.5.tgz(r-4.4-emscripten)revdbayes_1.5.5.tgz(r-4.3-emscripten)
revdbayes.pdf |revdbayes.html✨
revdbayes/json (API)
NEWS
# Install 'revdbayes' in R: |
install.packages('revdbayes', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/paulnorthrop/revdbayes/issues
Pkgdown:https://paulnorthrop.github.io
Last updated 4 months agofrom:2d5b1dfd72. Checks:OK: 2. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 01 2024 |
R-4.5-linux-x86_64 | OK | Dec 01 2024 |
Exports:binpostcreate_prior_xptrdgaps_postdgevdgpgev_betagev_flatgev_flatflatgev_loglognormgev_mdigev_normgev_probgev_quantgp_betagp_flatgp_flatflatgp_jeffreysgp_lrsgp_mdigp_normgp_pwmgrimshaw_gp_mlekgaps_postpgevpgppp_checkqgevqgpquantile_to_gevrDirrgevrgprpostrpost_rcpprprior_probrprior_quantset_bin_priorset_priorwbinpost
Dependencies:abindbackportsbayesplotchandwichcheckmateclicolorspacedistributionaldplyrexdexfansifarvergenericsggplot2ggridgesgluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivpillarpkgconfigplyrposteriorR6RColorBrewerRcppRcppArmadilloRcppRollreshape2rlangrustscalesstringistringrtensorAtibbletidyselectutf8vctrsviridisLitewithr
Faster simulation using revdbayes
Rendered fromrevdbayes-b-using-rcpp-vignette.Rmd
usingknitr::rmarkdown
on Dec 01 2024.Last update: 2023-12-02
Started: 2019-03-08
Inference for the extremal index using threshold interexceedance times
Rendered fromrevdbayes-d-kgaps-vignette.Rmd
usingknitr::rmarkdown
on Dec 01 2024.Last update: 2023-12-02
Started: 2019-03-08
Introducing revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Rendered fromrevdbayes-a-vignette.Rmd
usingknitr::rmarkdown
on Dec 01 2024.Last update: 2023-12-02
Started: 2019-03-08
Posterior Predictive Extreme Value Inference using the revdbayes Package
Rendered fromrevdbayes-c-predictive-vignette.Rmd
usingknitr::rmarkdown
on Dec 01 2024.Last update: 2023-12-02
Started: 2019-03-08