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

Provides functions for the Bayesian analysis of extreme value models. The 'rust' package <https://cran.r-project.org/package=rust> is used to simulate a random sample from the required posterior distribution. The functionality of 'revdbayes' is similar to the 'evdbayes' package <https://cran.r-project.org/package=evdbayes>, which uses Markov Chain Monte Carlo ('MCMC') methods for posterior simulation. Also provided are functions for making inferences about the extremal index, using the K-gaps model of Suveges and Davison (2010) <doi:10.1214/09-AOAS292>. See the 'revdbayes' website for more information, documentation and examples.

Version: 1.3.1
Depends: R (≥ 3.3.1)
Imports: bayesplot (≥ 1.1.0), graphics, methods, Rcpp, rust (≥ 1.2.2), stats, utils
LinkingTo: Rcpp (≥ 0.12.10), RcppArmadillo
Suggests: evdbayes, ggplot2 (≥ 2.2.1), knitr, microbenchmark, rmarkdown, testthat
Published: 2017-11-02
Author: Paul J. Northrop [aut, cre, cph]
Maintainer: Paul J. Northrop <p.northrop at ucl.ac.uk>
BugReports: http://github.com/paulnorthrop/revdbayes/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://github.com/paulnorthrop/revdbayes
NeedsCompilation: yes
Materials: README NEWS
In views: Bayesian, Distributions, ExtremeValue
CRAN checks: revdbayes results

Downloads:

Reference manual: revdbayes.pdf
Vignettes: Inference for the extremal index using the K-gaps model
Posterior Predictive Extreme Value Inference using the revdbayes Package
Faster simulation using revdbayes
Introducing revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Package source: revdbayes_1.3.1.tar.gz
Windows binaries: r-devel: revdbayes_1.3.1.zip, r-release: revdbayes_1.3.1.zip, r-oldrel: revdbayes_1.3.1.zip
OS X El Capitan binaries: r-release: revdbayes_1.3.1.tgz
OS X Mavericks binaries: r-oldrel: revdbayes_1.3.1.tgz
Old sources: revdbayes archive

Reverse dependencies:

Reverse imports: threshr

Linking:

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