Posterior Distribution of Extreme Value Models in R

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Documentation for package ‘MCMC4Extremes’ version 1.0

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barcelos 30-day maxima rainfall at Barcelos Station
fajardo 15-day maxima river food at Fajardo River
gurgueia Daily river quota of Gurgueia River.
ibovespa Daily returns of ibovespa
posterior.gamma Posterior Distribution with Gamma Density
posterior.gev Posterior Distribution with Parameters of GEV
posterior.gpd Posterior Distribution with Parameters of GPD
posterior.gpd.exp Posterior Distribution with Parameters of GPD, when xi=0
posterior.gumbel Posterior Distribution with GEV, where xi=0
posterior.normal Posterior Distribution with Normal Density
predictive.gev Predictive Density of GEV
predictive.gpd Predictive Density of GPD
predictive.gumbel Predictive Density of Gumbel
retlevel.gev Expected Return Level in each Block Times of GEV
retlevel.gev.graph Return level plot of GEV
retlevel.gpd Expected Return Level in each Block Times of GPD
retlevel.gpd.graph Return level plot of GPD
retlevel.gumbel Expected Return Level in each Block Times of Gumbel
retlevel.gumbel.graph Return level plot of Gumbel