Bayesian Analysis in Extreme Value Theory

Provides functions for the Bayesian analysis of extreme value models, using Markov chain Monte Carlo methods. Allows the construction of both uninformative and informed prior distributions for common statistical models applied to extreme event data, including the generalized extreme value distribution.


Reference manual

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install.packages("evdbayes")

1.1-3 by Alec Stephenson, 4 years ago


Browse source code at https://github.com/cran/evdbayes


Authors: Alec Stephenson [aut, cre] , Mathieu Ribatet [aut]


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN