revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

Provides functions for the Bayesian analysis of extreme value models. The 'rust' package <> is used to simulate a random sample from the required posterior distribution. The functionality of 'revdbayes' is similar to the 'evdbayes' package <>, 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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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:, r-release:, r-oldrel:
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


Please use the canonical form to link to this page.