Package

revdbayes revdbayes-package

revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

Priors

set_prior()

Construction of prior distributions for extreme value model parameters

set_bin_prior()

Construction of a prior distribution for a binomial probability \(p\)

gev_beta()

Beta-type prior for GEV shape parameter \(\xi\)

gev_flat()

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

gev_flatflat()

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

gev_loglognorm()

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

gev_mdi()

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

gev_norm()

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

gev_prob()

Informative GEV prior on a probability scale

gev_quant()

Informative GEV prior on a quantile scale

gp_beta()

Beta-type prior for GP shape parameter \(\xi\)

gp_flat()

Flat prior for GP parameters (\(log \sigma, \xi\))

gp_flatflat()

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

gp_jeffreys()

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

gp_mdi()

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

gp_norm()

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

rprior_prob()

Prior simulation of GEV parameters - prior on probability scale

rprior_quant()

Prior simulation of GEV parameters - prior on quantile scale

rDir()

Simulation from a Dirichlet distribution

Posterior sampling

rpost()

Random sampling from extreme value posterior distributions

rpost_rcpp()

Random sampling from extreme value posterior distributions

kgaps_post()

Random sampling from K-gaps posterior distribution

dgaps_post()

Random sampling from D-gaps posterior distribution

binpost()

Random sampling from a binomial posterior distribution

wbinpost()

Random sampling from a binomial posterior distribution, using weights

Predictive inference and checking

predict(<evpost>)

Predictive inference for the largest value observed in \(N\) years.

pp_check(<evpost>)

Posterior predictive checks for an evpost object

Distributions

dgev() pgev() qgev() rgev()

The Generalised Extreme Value Distribution

dgp() pgp() qgp() rgp()

The Generalised Pareto Distribution

Example data

gom

Storm peak significant wave heights from the Gulf of Mexico

newlyn

Newlyn sea surges

oxford

Annual Maximum Temperatures at Oxford

portpirie

Annual Maximum Sea Levels at Port Pirie, South Australia

rainfall

Daily Aggregate Rainfall

venice

Largest Sea Levels in Venice

Generics

plot(<evpost>)

Plot diagnostics for an evpost object

plot(<evpred>)

Plot diagnostics for an evpred object

print(<evpost>)

Print method for objects of class "evpost"

summary(<evpost>)

Summarizing an evpost object

print(<summary.evpost>)

Print method for objects of class "summary.evpost"

Miscellaneous

quantile_to_gev()

Converts quantiles to GEV parameters

create_prior_xptr()

Create an external pointer to a C++ prior

grimshaw_gp_mle()

Maximum likelihood estimation of generalised Pareto parameters

gp_pwm()

Probability-weighted moments estimation of generalised Pareto parameters

gp_lrs()

Linear Combinations of Ratios of Spacings estimation of generalised Pareto parameters