gammap {MCMC4Extremes} | R Documentation |
MCMC runs of posterior distribution of data with Gamma(alpha,beta)
density.
gammap(data, int=1000)
data |
data vector |
int |
number of iteractions selected in MCMC. The program selects 1 in each 10
iteractions, then |
An object of class gammap
that gives a list containing the points of posterior distributions of alpha
and beta
of the gamma distribution, the data, mean posterior, median posterior and the credibility interval of the parameters.
The non-informative prior distribution of these parameters are both
Gamma(0.0001,0.0001)
. During the MCMC runs, screen shows the proportion of iteractions made
# Vector of maxima return for each 10 days for ibovespa data
data(ibovespa)
ibmax=gev(ibovespa[,4],10)$data
# obtaining 500 points of posterior distribution
ibovpost=gammap(ibmax,300)