BMAmevt-package

BMAmevt

<p>Toolkit for Bayesian estimation of the dependence structure
in Multivariate Extreme Value parametric models, with possible use of Bayesian model Averaging techniques
Includes a Generic MCMC sampler. Estimation of the marginal
distributions is a prerequisite, <em>e.g.</em> using one of the
packages
<code>ismev</code>, <code>evd</code>, <code>evdbayes</code> or <code>POT</code>. This package handles data sets which are assumed
to be marginally unit-Frechet distributed.</p>

Toolkit for Bayesian estimation of the dependence structure in multivariate extreme value parametric models, following Sabourin and Naveau (2014) <doi:10.1016/j.csda.2013.04.021> and Sabourin, Naveau and Fougeres (2013) <doi:10.1007/s10687-012-0163-0>.

Leo Belzile

Multivariate Extremes: Bayesian Estimation of the Spectral
Measure

BMAmevt-package: Bayesian Model Averaging for Multivariate Extremes

Description

Arguments

Author

See Also