evdbayes: Bayesian Analysis in Extreme Value Theory

Provides functions for the bayesian analysis of extreme value models, using MCMC methods.

Version: 1.1-0
Depends: R (≥ 1.8.0)
Published: 2012-09-10
Author: Alec Stephenson and Mathieu Ribatet.
Maintainer: Mathieu Ribatet <mathieu.ribatet at math.univ-montp2.fr>
License: GPL (≥ 2)
NeedsCompilation: yes
In views: Bayesian, Distributions, Environmetrics, Finance
CRAN checks: evdbayes results

Downloads:

Package source: evdbayes_1.1-0.tar.gz
MacOS X binary: evdbayes_1.1-0.tgz
Windows binary: evdbayes_1.1-0.zip
Reference manual: evdbayes.pdf
Old sources: evdbayes archive