Package index • revdbayes

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