BMAmevt-package {BMAmevt} | R Documentation |
Toolkit for Bayesian estimation of the dependence structure in Multivariate Extreme Value parametric models, with possible use of Bayesian model Averaging techniques
Package: | BMAmevt |
Type: | Package |
Version: | 1.0 |
Date: | 2012-03-1 |
License: | GPL-2 |
LazyData: | no |
Includes a Generic MCMC sampler. Estimation of the marginal
distributions is a prerequisite, e.g. using one of the
packages
ismev
, evd
, evdbayes
or POT
. This package handles data sets which are assumed
to be marginally unit-Frechet distributed.
Anne Sabourin sabourin@math.univ-lyon1.fr
evdbayes