Posterior Distribution of Extreme Value Models in R

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Documentation for package ‘MCMC4Extremes’ version 1.1

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barcelos 30-day maxima rainfall at Barcelos Station
dggev Dual Gamma Generalized Extreme Value Distribution
fajardo 15-day maxima river food at Fajardo River
gammap Posterior Distribution with Gamma Density
gevp Posterior Distribution with Parameters of GEV
ggevp Posterior Distribution with Parameters of Dual Gamma Generalized Extreme Value Distribution
gpdp Posterior Distribution with Parameters of GPD
gumbelp Posterior Distribution with GEV, where xi=0
gurgueia Daily river quota of Gurgueia River.
ibovespa Daily returns of ibovespa
normalp Posterior Distribution with Normal Density
pggev Dual Gamma Generalized Extreme Value Distribution
plot.gevp Plot Fitted GEV Model
plot.ggevp Plot Fitted for the Dual Gamma Generalized Extreme Value Distribution (GGEV) Model
plot.gpdp Plot Fitted GPD Model
plot.gumbelp Plot Fitted Gumbel Model
plot.normalp Plot Fitted Normal Model
qggev Dual Gamma Generalized Extreme Value Distribution
rggev Dual Gamma Generalized Extreme Value Distribution
summary.gevp Summarizing Posterior Distribution with Parameters of GEV
summary.ggevp Summarizing Posterior Distribution with Parameters of GGEV
summary.gpdp Summarizing Posterior Distribution with Parameters of GPD
summary.gumbelp Summarizing Posterior Distribution with Parameters of Gumbel