nl.MCpar

<p>The proposals (on the logit-scale) are Gaussian, centered aroud the current value.</p>

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.MCpar function

<p>A list made of a single element: <code>sd</code>. The standard deviation of the normal proposition kernel centered at the (logit-transformed)
current state. Default to \(0.35\).</p>

nl.MCpar: Default MCMC tuning parameter for the Nested Asymmetric logistic model.

Description

Arguments

Format