revdbayes

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.

Last 30 days

This package has been downloaded 1,229 times in the last 30 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 24 times.

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Last 365 days

This package has been downloaded 19,117 times in the last 365 days. The academic equivalent of having a dedicated subreddit. There are fans, and maybe even a few trolls! The day with the most downloads was Feb 20, 2025 with 155 downloads.

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