revdbayes
1.5.7Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Overview
Provides functions for the Bayesian analysis of extreme value models. The 'rust' package https://cran.r-project.org/package=rust is used to simulate a random sample from the required posterior distribution. The functionality of 'revdbayes' is similar to the 'evdbayes' package https://cran.r-project.org/package=evdbayes, which uses Markov Chain Monte Carlo ('MCMC') methods for posterior simulation. In addition, there are functions for making inferences about the extremal index, using the models for threshold inter-exceedance times of Suveges and Davison (2010) doi:10.1214/09-AOAS292 and Holesovsky and Fusek (2020) doi:10.1007/s10687-020-00374-3. Also provided are d,p,q,r functions for the Generalised Extreme Value ('GEV') and Generalised Pareto ('GP') distributions that deal appropriately with cases where the shape parameter is very close to zero.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 1 earlier snapshots
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 92%
- Documented parameters
- 91%
- Return-value docs
- 100%
- References docs
- 49%
Downloads
Repository
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Dependencies
Code & Tests
Datasets
People & History
22 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.5.7Latest
- 1.5.62026-01-11 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 1.5.52024-08-18 · diff ↗
- 1.5.42024-07-17 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 1.5.32023-12-02 · diff ↗
- 1.5.22023-09-10 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 1.5.12023-01-05 · diff ↗
- 1.5.02022-11-12 · diff ↗
- 1.4.92022-05-09 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 1.3.92020-09-12 · diff ↗
Show 17 earlier events
- 1.3.82020-08-31 · diff ↗
- 1.3.72020-06-26 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.3.62019-12-02 · diff ↗
- 1.3.52019-11-04 · diff ↗
- 1.3.42019-06-22 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 1.3.32019-03-08 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 1.3.22018-02-13 · diff ↗
- 1.3.12017-11-02 · diff ↗
- 1.2.12017-08-21 · diff ↗
- 1.2.02017-07-14 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 1.1.02017-03-14 · diff ↗
- 1.0.02016-11-23
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2016-11-23
- Total releases
- 22 / 10 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.3.0
- Bundled data
- 22 KB / 6 files
- Download size
- 414 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("revdbayes")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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