BMAmevt-package {BMAmevt}R Documentation

Bayesian Model Averaging for Multivariate Extremes


Toolkit for Bayesian estimation of the dependence structure in Multivariate Extreme Value parametric models, with possible use of Bayesian model Averaging techniques


Package: BMAmevt
Type: Package
Version: 1.0
Date: 2012-03-1
License: GPL-2
LazyData: no

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

See Also


[Package BMAmevt version 1.0.4 Index]