| Name : R-revdbayes
| |
| Version : 1.5.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.2
| Date : 2024-09-12 10:48:17
|
| Group : Development/Libraries/Other
| Source RPM : R-revdbayes-1.5.5-lp153.1.2.src.rpm
|
| Size : 1.49 MB
| |
| Packager : (none)
| |
| Summary : Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
