Bayesian Analysis in Extreme Value Theory

Provides functions for the bayesian analysis of extreme value models, using MCMC methods.


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Reference manual

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install.packages("evdbayes")

1.1-1 by Mathieu Ribatet, 7 years ago


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


Authors: Alec Stephenson and Mathieu Ribatet.


Documentation:   PDF Manual  


Task views: Bayesian Inference, Probability Distributions, Analysis of Ecological and Environmental Data, Extreme Value Analysis


GPL (>= 2) license



Suggested by revdbayes.


See at CRAN