Posterior Distribution of Extreme Value Models in R

Provides some function to perform posterior estimation for some distribution, with emphasis to extreme value distributions. It contains some extreme datasets, and functions that perform the runs of posterior points of the GPD and GEV distribution. The package calculate some important extreme measures like return level for each t periods of time, and some plots as the predictive distribution, and return level plots.


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install.packages("MCMC4Extremes")

1.1 by Fernando Ferraz do Nascimento, 3 years ago


Browse source code at https://github.com/cran/MCMC4Extremes


Authors: Fernando Ferraz do Nascimento [aut, cre] , Wyara Vanesa Moura e Silva [aut, ctb]


Documentation:   PDF Manual  


GPL-2 license


Depends on evir


See at CRAN