check_convergence

check_convergence.evmm

Plot of the traceplot and autocorrelation function for the 0.99 quantile from the posterior sample.

Fits extreme value mixture models, which are models for tails not requiring selection of a threshold, for continuous data. It includes functions for model comparison, estimation of quantity of interest in extreme value analysis and plotting. Reference: CN Behrens, HF Lopes, D Gamerman (2004) <doi:10.1191/1471082X04st075oa>. FF do Nascimento, D. Gamerman, HF Lopes <doi:10.1007/s11222-011-9270-z>.

Manuele Leonelli

extrememix

Bayesian Estimation of Extreme Value Mixture Models

check_convergence function

<dl><dt>x</dt>
<dd>the output of a model estimated with <code>extrememix</code>.</dd>
<dt>...</dt>
<dd>additional arguments for compatibility.</dd></dl>

Arguments

Convergence Assessment of MCMC Algorithms — check_convergence

<dl>

<dt>x</dt>
<dd>the output of a model estimated with <code>extrememix</code>.</dd>


<dt>...</dt>
<dd>additional arguments for compatibility.</dd>

</dl>

check_convergence: Convergence Assessment of MCMC Algorithms

Description

Usage

Value

Arguments

Examples