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>.
| Version: | 1.3.2 |
| Depends: | R (≥ 3.3.0) |
| Imports: | bayesplot (≥ 1.1.0), graphics, methods, Rcpp, rust (≥ 1.2.2), stats, utils, zoo |
| LinkingTo: | Rcpp (≥ 0.12.10), RcppArmadillo |
| Suggests: | evdbayes, ggplot2 (≥ 2.2.1), knitr, microbenchmark, rmarkdown, testthat |
| Published: | 2018-02-12 |
| Author: | Paul J. Northrop [aut, cre, cph] |
| Maintainer: | Paul J. Northrop <p.northrop at ucl.ac.uk> |
| BugReports: | http://github.com/paulnorthrop/revdbayes/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://github.com/paulnorthrop/revdbayes |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | Bayesian, Distributions, ExtremeValue |
| CRAN checks: | revdbayes results |
| Reference manual: | revdbayes.pdf |
| Vignettes: |
Inference for the extremal index using the K-gaps model Posterior Predictive Extreme Value Inference using the revdbayes Package Faster simulation using revdbayes Introducing revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis |
| Package source: | revdbayes_1.3.2.tar.gz |
| Windows binaries: | r-devel: revdbayes_1.3.2.zip, r-release: revdbayes_1.3.2.zip, r-oldrel: revdbayes_1.3.2.zip |
| OS X El Capitan binaries: | r-release: revdbayes_1.3.2.tgz |
| OS X Mavericks binaries: | r-oldrel: revdbayes_1.3.1.tgz |
| Old sources: | revdbayes archive |
| Reverse imports: | mev, threshr |
| Reverse suggests: | fitteR, rust |
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