| mc.quant {evdbayes} | R Documentation |
Compute GEV Quantiles from Markov Chains
Description
Compute gev quantiles from samples stored within a Markov chain, corresponding to specified probabilities in the upper tail.
Usage
mc.quant(post, p, lh = c("gev", "gpd"))
Arguments
post |
A Markov chain generated using |
p |
A numeric vector of upper tail probabilities. |
lh |
Specify “gev” or “gpd” likelihood. |
Details
See the user's guide.
Value
A matrix with n rows and m columns, where n is the
number of samples stored within the chain, and m is the
length of the vector p.
If m = 1 the dimension is dropped (i.e. a vector of length
n is returned).
The (i,j)th entry contains the gev quantile coresponding to the
upper tail probability p[j], evaluated at the parameters
within sample i.
If a linear trend on the location has been implemented, the quantiles correspond to the distribution obtained when the trend parameter is zero.