| BMAmevt-package {BMAmevt} | R Documentation |
Toolkit for Bayesian estimation of the dependence structure
in Multivariate Extreme Value parametric models, with possible use of Bayesian model Averaging techniques
Includes a Generic MCMC sampler. Estimation of the marginal
distributions is a prerequisite, e.g. using one of the
packages
ismev, evd, evdbayes or POT. This package handles data sets which are assumed
to be marginally unit-Frechet distributed.
Anne Sabourin
evdbayes