nl.Hpar

The logit-transformed parameters for the NL model are a priori
Gaussian. The list has the same format as <code>pb.Hpar</code>.

dataset

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

BMAmevt

Multivariate Extremes: Bayesian Estimation of the Spectral
Measure

Anne Sabourin

nl.Hpar function

A list of four parameters:<dl>
<dt>mean.alpha, sd.alpha</dt>
<dd>
Mean and standard deviation of the normal prior distribution for the logit-transformed global dependence parameter \(alpha\) .
Default to \(0, 3\).</dd><dt>mean.beta, sd.beta</dt>
<dd>Idem for the pairwise dependence parameters.</dd>
</dl>

Format

Default hyper-parameters for the NL model. — nl.Hpar

A list of four parameters:<dl>
<dt>mean.alpha, sd.alpha</dt>
<dd>
Mean and standard deviation of the normal prior distribution for the logit-transformed global dependence parameter \(alpha\) .
Default to \(0, 3\).</dd>

<dt>mean.beta, sd.beta</dt>
<dd>Idem for the pairwise dependence parameters.</dd>


</dl>

nl.Hpar: Default hyper-parameters for the NL model.

Description

Arguments

Format