MCMC4Extremes: Posterior Distribution of Extreme Value Models in R

Provides some function to perform posterior estimation for some distribution, with emphasis to extreme value distributions. It contains some extreme datasets, and functions that perform the runs of posterior points of the GPD and GEV distribution. The package calculate some important extreme measures like return level for each t periods of time, and some plots as the predictive distribution, and return level plots.

Version: 1.1
Depends: R (≥ 3.1), evir
Published: 2016-07-14
Author: Fernando Ferraz do Nascimento [aut, cre], Wyara Vanesa Moura e Silva [aut, ctb]
Maintainer: Fernando Ferraz do Nascimento <fernandofn at ufpi.edu.br>
License: GPL-2
NeedsCompilation: no
CRAN checks: MCMC4Extremes results

Downloads:

Reference manual: MCMC4Extremes.pdf
Package source: MCMC4Extremes_1.1.tar.gz
Windows binaries: r-devel: MCMC4Extremes_1.1.zip, r-release: MCMC4Extremes_1.1.zip, r-oldrel: MCMC4Extremes_1.1.zip
OS X El Capitan binaries: r-release: MCMC4Extremes_1.1.tgz
OS X Mavericks binaries: r-oldrel: MCMC4Extremes_1.1.tgz
Old sources: MCMC4Extremes archive

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