.gev.postpred

This function calculates the posterior predictive density at points x
based on a matrix of posterior density parameters

internal

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes (Dombry, Engelke and Oesting, 2016, <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Leo Belzile

Modelling of Extreme Values

Jennifer L. Wadsworth

Paul J. Northrop

Raphael Huser

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

.gev.postpred function

<dl><dt>x</dt>
<dd><code>n</code> vector of points</dd>
<dt>posterior</dt>
<dd><code>n</code> by <code>3</code> matrix of posterior samples</dd>
<dt>Nyr</dt>
<dd>number of years to extrapolate</dd>
<dt>type</dt>
<dd>string indicating whether to return the posterior <code>density</code> or the <code>quantile</code>.</dd></dl>

Arguments

Posterior predictive distribution and density for the GEV distribution — .gev.postpred

<dl>

<dt>x</dt>
<dd><code>n</code> vector of points</dd>


<dt>posterior</dt>
<dd><code>n</code> by <code>3</code> matrix of posterior samples</dd>


<dt>Nyr</dt>
<dd>number of years to extrapolate</dd>


<dt>type</dt>
<dd>string indicating whether to return the posterior <code>density</code> or the <code>quantile</code>.</dd>

</dl>

.gev.postpred: Posterior predictive distribution and density for the GEV distribution

Description

Usage

Value

Arguments