BMAmevt-package {BMAmevt}R Documentation

Bayesian Model Averaging for Multivariate Extremes

Description

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

Details

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.

Author(s)

Anne Sabourin sabourin@math.univ-lyon1.fr

See Also

evdbayes


[Package BMAmevt version 1.0.4 Index]