R package evdbayes: Bayesian Analysis in Extreme Value Theory. Provides functions for the bayesian analysis of extreme value models, using MCMC methods.
Keywords for this software
References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Diriba, Tadele Akeba; Debusho, Legesse Kassa: Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (2020)
- Eric Gilleland and Richard Katz: extRemes 2.0: An Extreme Value Analysis Package in R (2016) not zbMATH
- Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)