pb.MCpar

<p>The proposal for the log-transformed parameters are Gaussian, centered at 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

pb.MCpar function

<p>A list made of a single element: <code>sd</code>,
the standard deviation of the normal proposition kernel (on the log-transformed parameter). Default to 
\(0.35\).</p>

pb.MCpar: Default MCMC tuning parameter for the Pairwise Beta model.

Description

Arguments

Format