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 rows and
columns, where
is the
number of samples stored within the chain, and
is the
length of the vector
.
If
the dimension is dropped (i.e. a vector of length
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.