revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

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. 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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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:, r-release:, r-oldrel:
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 dependencies:

Reverse imports: mev, threshr
Reverse suggests: fitteR, rust


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