Posterior Distribution of Extreme Value Models in R
Dual Gamma Generalized Extreme Value Distribution
Posterior Distribution with Gamma Density
Posterior Distribution with Parameters of GEV
Posterior Distribution with Parameters of Dual Gamma Generalized Extre...
Posterior Distribution with Parameters of GPD
Posterior Distribution with GEV, where xi=0
Posterior Distribution with Normal Density
Plot Fitted GEV Model
Plot Fitted for the Dual Gamma Generalized Extreme Value Distribution ...
Plot Fitted GPD Model
Plot Fitted Gumbel Model
Plot Fitted Normal Model
Summarizing Posterior Distribution with Parameters of GEV
Summarizing Posterior Distribution with Parameters of GGEV
Summarizing Posterior Distribution with Parameters of GPD
Summarizing Posterior Distribution with Parameters of Gumbel
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.