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MCMC4Extremes

Posterior Distribution of Extreme Value Models in R

Provides some function to perform posterior estimation for some distribution, with emphasis to extreme value distributions. It contains some extreme datasets, and functions that perform the runs of posterior points of the GPD and GEV distribution. The package calculate some important extreme measures like return level for each t periods of time, and some plots as the predictive distribution, and return level plots.

Versions across snapshots

VersionRepositoryFileSize
1.1 rolling linux/jammy R-4.5 MCMC4Extremes_1.1.tar.gz 143.7 KiB
1.1 rolling linux/noble R-4.5 MCMC4Extremes_1.1.tar.gz 143.3 KiB
1.1 rolling source/ R- MCMC4Extremes_1.1.tar.gz 38.4 KiB
1.1 latest linux/jammy R-4.5 MCMC4Extremes_1.1.tar.gz 143.7 KiB
1.1 latest linux/noble R-4.5 MCMC4Extremes_1.1.tar.gz 143.3 KiB
1.1 latest source/ R- MCMC4Extremes_1.1.tar.gz 38.4 KiB
1.1 2026-04-26 source/ R- MCMC4Extremes_1.1.tar.gz 38.4 KiB
1.1 2026-04-23 source/ R- MCMC4Extremes_1.1.tar.gz 38.4 KiB
1.1 2026-04-09 windows/windows R-4.5 MCMC4Extremes_1.1.zip 147.2 KiB
1.1 2025-04-20 source/ R- MCMC4Extremes_1.1.tar.gz 38.4 KiB

Dependencies (latest)

Depends