ggevp {MCMC4Extremes} | R Documentation |
Posterior Distribution with Parameters of Dual Gamma Generalized Extreme Value Distribution
Description
MCMC runs of posterior distribution of data with parameters of Dual Gamma Generalized Extreme Value Distribution
density, with parameters mu
, sigma
and xi
.
Usage
ggevp(data, block, int=1000, delta)
Arguments
data |
data vector |
block |
the block size. A numeric value is interpreted as the number of data values in each successive block. All the data is used, so the last block may not contain block observations |
int |
Number of iteractions selected in MCMC. The program selects 1 in each 10
iteraction, then |
delta |
additional shape parameter of GGEV extension |
Value
An object of class ggevp
that gives a list containing the points of posterior distributions of mu
, sigma
and xi
of the dual gamma generalized extreme value distribution, the data, mean posterior, median posterior and the credibility interval of the parameters.
References
Nascimento, F. F.; Bourguigon, M. ; Leao, J. S. (2015). Extended generalized extreme value distribution with applications in environmental data. HACET J MATH STAT.
See Also
Examples
# Obtaining posterior distribution of a vector of simulated points
w=rggev(300,0.1,10,5,0.5)
# Obtaning 500 points of posterior distribution with delta=0.5
ajust=ggevp(w,1,200,0.5)