pb.Hpar

The log-transformed dependence parameters are a priori independent, Gausian. This list contains the means and standard deviation for the prior distributions.

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

pb.Hpar function

A list of four parameters:<dl><dt> mean.alpha</dt>
<dd>Mean of the log-transformed global dependence parameter. Default to \(0\) )</dd>
<dt>sd.alpha</dt>
<dd>Standard deviation of the log-transformed global dependence parameter. Default to \(3\).</dd><dt>mean.beta</dt>
<dd>Mean of each of the log-transformed pairwise dependence parameters.
Default to \(0\) )</dd><dt>sd.beta</dt>
<dd>Standard deviation of each of the log-transformed
pairwise dependence parameters. Default to \(3\).</dd>
</dl>

Format

Default hyper-parameters for the Pairwise Beta model. — pb.Hpar

A list of four parameters:<dl>

<dt> mean.alpha</dt>
<dd>Mean of the log-transformed global dependence parameter. Default to \(0\) )</dd>


<dt>sd.alpha</dt>
<dd>Standard deviation of the log-transformed global dependence parameter. Default to \(3\).</dd>

<dt>mean.beta</dt>
<dd>Mean of each of the log-transformed pairwise dependence parameters.
Default to \(0\) )</dd>

<dt>sd.beta</dt>
<dd>Standard deviation of each of the log-transformed
pairwise dependence parameters. Default to \(3\).</dd>


</dl>

pb.Hpar: Default hyper-parameters for the Pairwise Beta model.

Description

Arguments

Format