postmode {extRemes} | R Documentation |
Posterior Mode from an MCMC Sample
Description
Calculate the posterior mode from an MCMC sample for “fevd” objects.
Usage
postmode(x, burn.in = 499, verbose = FALSE, ...)
## S3 method for class 'fevd'
postmode(x, burn.in = 499, verbose = FALSE, ...)
Arguments
x |
An object of class “fevd” where component |
burn.in |
The furst burn.in samples from the posterior distribution will be removed before calculation. |
verbose |
logical, should progress information be printed to the screen. |
... |
Not used. |
Details
The log-likelihood and (log) prior is calculated for every sample from the chain, and added together, giving h
. The parameters from the sample that yield the maximum value for h
are returned. If more than one set of parameters yield a maximum, their average is returned.
Value
A named numeric vector is returned giving the paramter values.
Author(s)
Eric Gilleland
See Also
Examples
data(ftcanmax)
fit <- fevd(Prec, ftcanmax, method="Bayesian", iter = 1000, verbose=TRUE)
postmode(fit)
[Package extRemes version 2.1-4 Index]