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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
DOI: 10.32614/CRAN.package.MCMC4Extremes
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
In views: ExtremeValue
CRAN checks: MCMC4Extremes results

Documentation:

Reference manual: MCMC4Extremes.pdf

Downloads:

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
macOS binaries: r-release (arm64): MCMC4Extremes_1.1.tgz, r-oldrel (arm64): MCMC4Extremes_1.1.tgz, r-release (x86_64): MCMC4Extremes_1.1.tgz, r-oldrel (x86_64): MCMC4Extremes_1.1.tgz
Old sources: MCMC4Extremes archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.