Package |
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revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis |
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Priors |
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Construction of prior distributions for extreme value model parameters |
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Construction of a prior distribution for a binomial probability \(p\) |
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Beta-type prior for GEV shape parameter \(\xi\) |
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Flat prior for GEV parameters (\(\mu, log \sigma, \xi\)) |
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Flat prior for GEV parameters (\(\mu, \sigma, \xi\)) |
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Trivariate normal prior for GEV parameters (\(log \mu, log \sigma, \xi\)) |
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Maximal data information (MDI) prior for GEV parameters (\(\mu, \sigma, \xi\)) |
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Trivariate normal prior for GEV parameters (\(\mu, log \sigma, \xi\)) |
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Informative GEV prior on a probability scale |
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Informative GEV prior on a quantile scale |
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Beta-type prior for GP shape parameter \(\xi\) |
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Flat prior for GP parameters (\(log \sigma, \xi\)) |
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Flat prior for GP parameters (\(\sigma, \xi\)) |
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Jeffreys prior for GP parameters (\(\sigma, \xi\)) |
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Maximal data information (MDI) prior for GP parameters (\(\sigma, \xi\)) |
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Bivariate normal prior for GP parameters (\(log \sigma, \xi\)) |
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Prior simulation of GEV parameters - prior on probability scale |
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Prior simulation of GEV parameters - prior on quantile scale |
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Simulation from a Dirichlet distribution |
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Posterior sampling |
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Random sampling from extreme value posterior distributions |
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Random sampling from extreme value posterior distributions |
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Random sampling from K-gaps posterior distribution |
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Random sampling from D-gaps posterior distribution |
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Random sampling from a binomial posterior distribution |
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Random sampling from a binomial posterior distribution, using weights |
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Predictive inference and checking |
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Predictive inference for the largest value observed in \(N\) years. |
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Posterior predictive checks for an evpost object |
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Distributions |
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The Generalised Extreme Value Distribution |
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The Generalised Pareto Distribution |
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Example data |
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Storm peak significant wave heights from the Gulf of Mexico |
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Newlyn sea surges |
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Annual Maximum Temperatures at Oxford |
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Annual Maximum Sea Levels at Port Pirie, South Australia |
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Daily Aggregate Rainfall |
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Largest Sea Levels in Venice |
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Generics |
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Plot diagnostics for an evpost object |
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Plot diagnostics for an evpred object |
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Print method for objects of class "evpost" |
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Summarizing an evpost object |
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Print method for objects of class "summary.evpost" |
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Miscellaneous |
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Converts quantiles to GEV parameters |
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Create an external pointer to a C++ prior |
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Maximum likelihood estimation of generalised Pareto parameters |
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Probability-weighted moments estimation of generalised Pareto parameters |
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Linear Combinations of Ratios of Spacings estimation of generalised Pareto parameters |