revdbayes1.5.5 package

Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

binpost

Random sampling from a binomial posterior distribution

create_prior_xptr

Create an external pointer to a C++ prior

dgaps_post

Random sampling from D-gaps posterior distribution

gev_beta

Beta-type prior for GEV shape parameter ξ\xi

gev_flat

Flat prior for GEV parameters (μ,logσ,ξ\mu, log \sigma, \xi)

gev_flatflat

Flat prior for GEV parameters (μ,σ,ξ\mu, \sigma, \xi)

gev_loglognorm

Trivariate normal prior for GEV parameters (logμ,logσ,ξlog \mu, log \sigma, \xi...

gev_mdi

Maximal data information (MDI) prior for GEV parameters ($\mu, \sigma,...

gev_norm

Trivariate normal prior for GEV parameters (μ,logσ,ξ\mu, log \sigma, \xi)

gev_prob

Informative GEV prior on a probability scale

gev_quant

Informative GEV prior on a quantile scale

gev

The Generalised Extreme Value Distribution

gp_beta

Beta-type prior for GP shape parameter ξ\xi

gp_flat

Flat prior for GP parameters (logσ,ξlog \sigma, \xi)

gp_flatflat

Flat prior for GP parameters (σ,ξ\sigma, \xi)

gp_jeffreys

Jeffreys prior for GP parameters (σ,ξ\sigma, \xi)

gp_lrs

Linear Combinations of Ratios of Spacings estimation of generalised Pa...

gp_mdi

Maximal data information (MDI) prior for GP parameters (σ,ξ\sigma, \xi)

gp_norm

Bivariate normal prior for GP parameters (logσ,ξlog \sigma, \xi)

gp_pwm

Probability-weighted moments estimation of generalised Pareto paramete...

gp

The Generalised Pareto Distribution

grimshaw_gp_mle

Maximum likelihood estimation of generalised Pareto parameters

kgaps_post

Random sampling from K-gaps posterior distribution

plot.evpost

Plot diagnostics for an evpost object

plot.evpred

Plot diagnostics for an evpred object

pp_check.evpost

Posterior predictive checks for an evpost object

predict.evpost

Predictive inference for the largest value observed in NN years.

print.evpost

Print method for objects of class "evpost"

print.summary.evpost

Print method for objects of class "summary.evpost"

quantile_to_gev

Converts quantiles to GEV parameters

rDir

Simulation from a Dirichlet distribution

revdbayes-internal

Internal revdbayes functions

revdbayes-package

revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analy...

rpost_rcpp

Random sampling from extreme value posterior distributions

rpost

Random sampling from extreme value posterior distributions

rprior_prob

Prior simulation of GEV parameters - prior on probability scale

rprior_quant

Prior simulation of GEV parameters - prior on quantile scale

set_bin_prior

Construction of a prior distribution for a binomial probability pp

set_prior

Construction of prior distributions for extreme value model parameters

summary.evpost

Summarizing an evpost object

wbinpost

Random sampling from a binomial posterior distribution, using weights

Provides functions for the Bayesian analysis of extreme value models. The 'rust' package <https://cran.r-project.org/package=rust> is used to simulate a random sample from the required posterior distribution. The functionality of 'revdbayes' is similar to the 'evdbayes' package <https://cran.r-project.org/package=evdbayes>, which uses Markov Chain Monte Carlo ('MCMC') methods for posterior simulation. In addition, there are functions for making inferences about the extremal index, using the models for threshold inter-exceedance times of Suveges and Davison (2010) <doi:10.1214/09-AOAS292> and Holesovsky and Fusek (2020) <doi:10.1007/s10687-020-00374-3>. Also provided are d,p,q,r functions for the Generalised Extreme Value ('GEV') and Generalised Pareto ('GP') distributions that deal appropriately with cases where the shape parameter is very close to zero.

  • Maintainer: Paul J. Northrop
  • License: GPL (>= 2)
  • Last published: 2024-08-18