Package: revdbayes
Title: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Version: 1.5.6
Date: 2026-01-11
Authors@R: c(person(c("Paul", "J."), "Northrop", email = "p.northrop@ucl.ac.uk",
  role = c("aut", "cre", "cph")), person(c("Scott", "D."), "Grimshaw", 
  role = c("ctb")))
Description: 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.  In addition, there
    are functions for making inferences about the extremal index, using 
    the models for threshold inter-exceedance times of Suveges and Davison 
    (2010) <doi:10.1214/09-AOAS292> and Holesovsky and Fusek (2020) 
    <doi:10.1007/s10687-020-00374-3>. Also provided are d,p,q,r functions for 
    the Generalised Extreme Value ('GEV') and Generalised Pareto ('GP') 
    distributions that deal appropriately with cases where the shape parameter 
    is very close to zero.
Imports: bayesplot (>= 1.1.0), exdex, graphics, Rcpp, rust (>= 1.2.2),
        stats, utils
License: GPL (>= 2)
LazyData: TRUE
Encoding: UTF-8
Depends: R (>= 3.3.0),
RoxygenNote: 7.2.3
Suggests: ggplot2 (>= 2.2.1), knitr, microbenchmark, rmarkdown,
        testthat
VignetteBuilder: knitr
URL: https://paulnorthrop.github.io/revdbayes/,
        https://github.com/paulnorthrop/revdbayes
BugReports: https://github.com/paulnorthrop/revdbayes/issues
LinkingTo: Rcpp (>= 0.12.10), RcppArmadillo
Config/testthat/edition: 3
NeedsCompilation: yes
Packaged: 2026-01-11 16:20:07 UTC; Paul
Author: Paul J. Northrop [aut, cre, cph],
  Scott D. Grimshaw [ctb]
Maintainer: Paul J. Northrop <p.northrop@ucl.ac.uk>
Repository: CRAN
Date/Publication: 2026-01-11 16:50:02 UTC
Built: R 4.6.0; x86_64-w64-mingw32; 2026-03-07 05:23:41 UTC; windows
Archs: x64
