Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis


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Documentation for package ‘revdbayes’ version 1.5.4

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revdbayes-package revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
binpost Random sampling from a binomial posterior distribution
create_prior_xptr Create an external pointer to a C++ prior
dgaps_post Random sampling from D-gaps posterior distribution
dgev The Generalised Extreme Value Distribution
dgp The Generalised Pareto Distribution
gev The Generalised Extreme Value Distribution
gev_beta Beta-type prior for GEV shape parameter xi
gev_flat Flat prior for GEV parameters (mu, log sigma, xi)
gev_flatflat Flat prior for GEV parameters (mu, sigma, xi)
gev_loglognorm Trivariate normal prior for GEV parameters (log mu, log sigma, xi)
gev_mdi Maximal data information (MDI) prior for GEV parameters (mu, sigma, xi)
gev_norm Trivariate normal prior for GEV parameters (mu, log sigma, xi)
gev_prob Informative GEV prior on a probability scale
gev_quant Informative GEV prior on a quantile scale
gom Storm peak significant wave heights from the Gulf of Mexico
gp The Generalised Pareto Distribution
gp_beta Beta-type prior for GP shape parameter xi
gp_flat Flat prior for GP parameters (log sigma, xi)
gp_flatflat Flat prior for GP parameters (sigma, xi)
gp_jeffreys Jeffreys prior for GP parameters (sigma, xi)
gp_lrs Linear Combinations of Ratios of Spacings estimation of generalised Pareto parameters
gp_mdi Maximal data information (MDI) prior for GP parameters (sigma, xi)
gp_norm Bivariate normal prior for GP parameters (log sigma, xi)
gp_pwm Probability-weighted moments estimation of generalised Pareto parameters
grimshaw_gp_mle Maximum likelihood estimation of generalised Pareto parameters
kgaps_post Random sampling from K-gaps posterior distribution
newlyn Newlyn sea surges
oxford Annual Maximum Temperatures at Oxford
pgev The Generalised Extreme Value Distribution
pgp The Generalised Pareto Distribution
plot.evpost Plot diagnostics for an evpost object
plot.evpred Plot diagnostics for an evpred object
portpirie Annual Maximum Sea Levels at Port Pirie, South Australia
pp_check Posterior predictive checks for an evpost object
pp_check.evpost Posterior predictive checks for an evpost object
predict.evpost Predictive inference for the largest value observed in N years.
print.evpost Print method for objects of class "evpost"
print.summary.evpost Print method for objects of class "summary.evpost"
qgev The Generalised Extreme Value Distribution
qgp The Generalised Pareto Distribution
quantile_to_gev Converts quantiles to GEV parameters
rainfall Daily Aggregate Rainfall
rDir Simulation from a Dirichlet distribution
revdbayes revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
rgev The Generalised Extreme Value Distribution
rgp The Generalised Pareto Distribution
rpost Random sampling from extreme value posterior distributions
rpost_rcpp Random sampling from extreme value posterior distributions
rprior_prob Prior simulation of GEV parameters - prior on probability scale
rprior_quant Prior simulation of GEV parameters - prior on quantile scale
set_bin_prior Construction of a prior distribution for a binomial probability p
set_prior Construction of prior distributions for extreme value model parameters
summary.evpost Summarizing an evpost object
venice Largest Sea Levels in Venice
wbinpost Random sampling from a binomial posterior distribution, using weights