mc.quant {evdbayes}R Documentation

Compute GEV Quantiles from Markov Chains

Description

Compute gev quantiles from samples stored within a Markov chain, corresponding to specified probabilities in the upper tail.

Usage

mc.quant(post, p, lh = c("gev", "gpd"))

Arguments

post A Markov chain generated using posterior, containing samples of gev parameters.
p A numeric vector of upper tail probabilities.
lh Specify ``gev'' or ``gpd'' likelihood.

Details

See the user's guide.

Value

A matrix with n rows and m columns, where n is the number of samples stored within the chain, and m is the length of the vector p. If m = 1 the dimension is dropped (i.e. a vector of length n is returned). The (i,j)th entry contains the gev quantile coresponding to the upper tail probability p[j], evaluated at the parameters within sample i.
If a linear trend on the location has been implemented, the quantiles correspond to the distribution obtained when the trend parameter is zero.

See Also

posterior


[Package evdbayes version 1.0-7 Index]