MCMC4Extremes

Posterior Distribution of Extreme Value Models in R

CRAN Package

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.

  • Version1.1
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release07/14/2016

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