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. See the 'revdbayes' website for more information, documentation and examples.
| Version: | 1.2.0 |
| Depends: | R (≥ 3.3.1) |
| Imports: | stats, graphics, methods, utils, rust (≥ 1.2.2), bayesplot (≥ 1.1.0), Rcpp |
| LinkingTo: | Rcpp (≥ 0.12.10), RcppArmadillo |
| Suggests: | knitr, rmarkdown, evdbayes, microbenchmark, ggplot2 (≥ 2.2.1), testthat |
| Published: | 2017-07-14 |
| Author: | Paul J. Northrop [aut, cre, cph] |
| Maintainer: | Paul J. Northrop <p.northrop at ucl.ac.uk> |
| BugReports: | http://github.com/paulnorthrop/revdbayes/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://github.com/paulnorthrop/revdbayes |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | Bayesian, Distributions, ExtremeValue |
| CRAN checks: | revdbayes results |
| Reference manual: | revdbayes.pdf |
| Vignettes: |
Posterior Predictive Extreme Value Inference using the revdbayes Package Faster simulation using revdbayes Introducing revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis |
| Package source: | revdbayes_1.2.0.tar.gz |
| Windows binaries: | r-devel: revdbayes_1.2.0.zip, r-release: revdbayes_1.2.0.zip, r-oldrel: revdbayes_1.2.0.zip |
| OS X El Capitan binaries: | r-release: revdbayes_1.2.0.tgz |
| OS X Mavericks binaries: | r-oldrel: revdbayes_1.2.0.tgz |
| Old sources: | revdbayes archive |
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