Multivariate Extremes: Bayesian Estimation of the Spectral Measure

---

Documentation for package ‘BMAmevt’ version 1.0.5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

BMAmevt-package	Bayesian Model Averaging for Multivariate Extremes
add.frame	Adds graphical elements to a plot of the two dimensional simplex.
BMAmevt	Bayesian Model Averaging for Multivariate Extremes
cons.angular.dat	Angular data set generation from unit Frechet data.
ddirimix	Angular density/likelihood function in the Dirichlet Mixture model.
ddirimix.grid	Plots the Dirichlet mixture density on a discretization grid
ddirimix.grid1D	Univariate projection or marginalization of a Dirichlet mixture density on on '[0,1]'
dgridplot	Image and/or Contour plots of spectral densities in trivariate extreme value models
diagnose	Diagnostics for the MCMC output in the PB and NL models.
diagnose.PBNLpostsample	Diagnostics for the MCMC output in the PB and NL models.
discretize	Discretization grid builder.
dm.expar.D3k3	Example of valid Dirichlet mixture parameter for tri-variate extremes.
dnestlog	Pairwise Beta (PB) and Nested Asymmetric Logistic (NL) distributions
dnestlog.grid	PB and NL spectral densities on the two-dimensional simplex
dpairbeta	Pairwise Beta (PB) and Nested Asymmetric Logistic (NL) distributions
dpairbeta.grid	PB and NL spectral densities on the two-dimensional simplex
excessProb.condit.dm	Probability of joint threshold exceedance, in the Dirichlet Mixture model, given a DM parameter.
excessProb.condit.nl	Probability of joint threshold excess in the NL model
excessProb.nl	Posterior distribution the probability of joint threshold excess, in the NL model.
excessProb.pb	Estimates the probability of joint excess (Frechet margins)
expfunction.nl	Exponent function in the NL model.
frechetdat	Multivariate data set with margins following unit Frechet distribution.
invlogit	Inverse logit transformation
laplace.evt	Laplace approximation of a model marginal likelihood by Laplace approximation.
Leeds	Tri-variate 'angular' data set approximately distributed according to a multivariate extremes angular distribution
Leeds.frechet	Multivariate data set with margins following unit Frechet distribution.
logit	Logit transformation
marginal.lkl	Marginal model likelihood
marginal.lkl.nl	Marginal likelihoods of the PB and NL models.
marginal.lkl.pb	Marginal likelihoods of the PB and NL models.
maxLikelihood	Maximum likelihood optimization
MCpriorIntFun	Generic Monte-Carlo integration of a function under the prior distribution
MCpriorIntFun.nl	Generic Monte-Carlo integration under the prior distribution in the PB and NL models.
MCpriorIntFun.pb	Generic Monte-Carlo integration under the prior distribution in the PB and NL models.
nl.Hpar	Default hyper-parameters for the NL model.
nl.MCpar	Default MCMC tuning parameter for the Nested Asymmetric logistic model.
pb.Hpar	Default hyper-parameters for the Pairwise Beta model.
pb.MCpar	Default MCMC tuning parameter for the Pairwise Beta model.
posterior.predictive.nl	Posterior predictive densities in the three dimensional PB, NL and NL3 models
posterior.predictive.pb	Posterior predictive densities in the three dimensional PB, NL and NL3 models
posterior.predictive3D	Posterior predictive density on the simplex, for three-dimensional extreme value models.
posteriorDistr.bma	Posterior distribution in the average model
posteriorMCMC	MCMC sampler for parametric spectral measures
posteriorMCMC.nl	MCMC posterior samplers for the pairwise beta and the negative logistic models.
posteriorMCMC.pb	MCMC posterior samplers for the pairwise beta and the negative logistic models.
posteriorMean	Posterior predictive density on the simplex, for three-dimensional extreme value models.
posteriorWeights	Posterior model weights
prior.nl	Prior parameter distribution for the NL model
prior.pb	Prior parameter distribution for the Pairwise Beta model
proposal.nl	NL3 model: proposal distribution.
proposal.pb	PB model: proposal distribution
rdirichlet	Dirichlet distribution: random generator
rdirimix	Angular density/likelihood function in the Dirichlet Mixture model.
rect.integrate	Density integration on the two-dimensional simplex
rnestlog	Pairwise Beta (PB) and Nested Asymmetric Logistic (NL) distributions
rpairbeta	Pairwise Beta (PB) and Nested Asymmetric Logistic (NL) distributions
rstable.posit	Positive alpha-stable distribution.
scores3D	Logarithmic score and L^2 distance between two densities on the simplex (trivariate case).
transf.to.equi	Linear coordinate transformations
transf.to.rect	Linear coordinate transformations
winterdat	Five-dimensional air quality dataset recorded in Leeds(U.K.), during five winter seasons.