Ratio-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.
Bug fixes and minor improvements
- In
grimshaw_gp_mle()and in the internal functiongp_mle(), any missing (NA) values are removed before attempting to find the MLE.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
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- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 47 (1 internal)includes a package overview page
- Examples that run
- 92%23 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 58%
- Documented parameters
- 91%
- Return-value docs
- 100%
- Help pages citing references
- 49%
Downloads
Repository
- PRs merged (all time)
- 0%
- Median days to close, 50 most recently updated closed issues
- 1
- Median days to close, 50 most recently updated closed PRs
- 18
Stars over time
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9 development-tooling and community-health practices detected across 5 families in the upstream repository
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Dependencies
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- 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 ↗
- 1.4.9
- 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 eventsHide 17 earlier events
- 1.3.8
- 1.3.72020-06-26 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.3.62019-12-02 · diff ↗
- 1.3.5
- 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 ↗
- 1.3.1
- 1.2.12017-08-21 · diff ↗
- 1.2.02017-07-14 · diff ↗ ·
added 17 exports
create_prior_xptr, gev_beta, gev_flat, gev_flatflat, gev_loglognorm, gev_mdi, gev_norm, gev_prob, gev_quant, gp_beta, gp_flat, gp_flatflat, gp_jeffreys, gp_mdi, gp_norm, pp_check, rpost_rcpp - RR 3.4.0 released · 2017-04-21
- 1.1.02017-03-14 · diff ↗ ·
added 14 exports
binpost, dgev, dgp, pgev, pgp, qgev, qgp, quantile_to_gev, rDir, rgev, rgp, rprior_prob, rprior_quant, set_bin_prior - 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
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("revdbayes")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
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