ggevp {MCMC4Extremes} | R Documentation |
MCMC runs of posterior distribution of data with parameters of Dual Gamma Generalized Extreme Value Distribution
density, with parameters mu
, sigma
and xi
.
ggevp(data, block, int=1000, delta)
data |
data vector |
block |
the block size. A numeric value is interpreted as the number of data values in each successive block. All the data is used, so the last block may not contain block observations |
int |
Number of iteractions selected in MCMC. The program selects 1 in each 10
iteraction, then |
delta |
additional shape parameter of GGEV extension |
An object of class ggevp
that gives a list containing the points of posterior distributions of mu
, sigma
and xi
of the dual gamma generalized extreme value distribution, the data, mean posterior, median posterior and the credibility interval of the parameters.
Nascimento, F. F.; Bourguigon, M. ; Leao, J. S. (2015). Extended generalized extreme value distribution with applications in environmental data. HACET J MATH STAT.
# Obtaining posterior distribution of a vector of simulated points
w=rggev(300,0.1,10,5,0.5)
# Obtaning 500 points of posterior distribution with delta=0.5
ajust=ggevp(w,1,200,0.5)