Bayesian Analysis in Extreme Value Theory
Compute Suited Proposal Standard Deviations
Information for Beta and Gamma Distributions
Internal Functions
Calculate Log-likelihoods
Compute GEV Quantiles from Markov Chains
Maximizing Posterior Distributions
MCMC Sampling of Posterior Distributions
Construction of Prior Distributions
Return Level Plots for GEV Predictive Distributions
Return Level Plots Depicting Distributions of GEV Quantiles
Provides functions for the Bayesian analysis of extreme value models, using Markov chain Monte Carlo methods. Allows the construction of both uninformative and informed prior distributions for common statistical models applied to extreme event data, including the generalized extreme value distribution.