The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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.
Version: | 1.5.4 |
Depends: | R (≥ 3.3.0) |
Imports: | bayesplot (≥ 1.1.0), exdex, graphics, Rcpp, rust (≥ 1.2.2), stats, utils |
LinkingTo: | Rcpp (≥ 0.12.10), RcppArmadillo |
Suggests: | ggplot2 (≥ 2.2.1), knitr, microbenchmark, rmarkdown, testthat |
Published: | 2024-07-17 |
DOI: | 10.32614/CRAN.package.revdbayes |
Author: | Paul J. Northrop [aut, cre, cph], Scott D. Grimshaw [ctb] |
Maintainer: | Paul J. Northrop <p.northrop at ucl.ac.uk> |
BugReports: | https://github.com/paulnorthrop/revdbayes/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://paulnorthrop.github.io/revdbayes/, https://github.com/paulnorthrop/revdbayes |
NeedsCompilation: | yes |
Materials: | README NEWS |
In views: | Bayesian, Distributions, ExtremeValue |
CRAN checks: | revdbayes results [issues need fixing before 2024-08-19] |
Package source: | revdbayes_1.5.4.tar.gz |
Windows binaries: | r-devel: revdbayes_1.5.4.zip, r-release: revdbayes_1.5.4.zip, r-oldrel: revdbayes_1.5.4.zip |
macOS binaries: | r-release (arm64): revdbayes_1.5.4.tgz, r-oldrel (arm64): revdbayes_1.5.4.tgz, r-release (x86_64): revdbayes_1.5.3.tgz, r-oldrel (x86_64): revdbayes_1.5.3.tgz |
Old sources: | revdbayes archive |
Reverse imports: | lax, lite, threshr |
Reverse suggests: | distributions3, exdex, fitteR, mev, rust, smovie |
Please use the canonical form https://CRAN.R-project.org/package=revdbayes to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.