R: Multivariate Extremes: Bayesian Estimation of the Spectral Measure

# Multivariate Extremes: Bayesian Estimation of the Spectral Measure

## Documentation for package ‘BMAmevt’ version 1.0.5

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

BMAmevt-package | Bayesian Model Averaging for Multivariate Extremes
add.frame | Adds graphical elements to a plot of the two dimensional simplex.
BMAmevt | Bayesian Model Averaging for Multivariate Extremes
cons.angular.dat | Angular data set generation from unit Frechet data.
ddirimix | Angular density/likelihood function in the Dirichlet Mixture model.
ddirimix.grid | Plots the Dirichlet mixture density on a discretization grid
ddirimix.grid1D | Univariate projection or marginalization of a Dirichlet mixture density on on '[0,1]'
dgridplot | Image and/or Contour plots of spectral densities in trivariate extreme value models
diagnose | Diagnostics for the MCMC output in the PB and NL models.
diagnose.PBNLpostsample | Diagnostics for the MCMC output in the PB and NL models.
discretize | Discretization grid builder.
dm.expar.D3k3 | Example of valid Dirichlet mixture parameter for tri-variate extremes.
dnestlog | Pairwise Beta (PB) and Nested Asymmetric Logistic (NL) distributions
dnestlog.grid | PB and NL spectral densities on the two-dimensional simplex
dpairbeta | Pairwise Beta (PB) and Nested Asymmetric Logistic (NL) distributions
dpairbeta.grid | PB and NL spectral densities on the two-dimensional simplex
excessProb.condit.dm | Probability of joint threshold exceedance, in the Dirichlet Mixture model, given a DM parameter.
excessProb.condit.nl | Probability of joint threshold excess in the NL model
excessProb.nl | Posterior distribution the probability of joint threshold excess, in the NL model.
excessProb.pb | Estimates the probability of joint excess (Frechet margins)
expfunction.nl | Exponent function in the NL model.
frechetdat | Multivariate data set with margins following unit Frechet distribution.
invlogit | Inverse logit transformation
laplace.evt | Laplace approximation of a model marginal likelihood by Laplace approximation.
Leeds | Tri-variate 'angular' data set approximately distributed according to a multivariate extremes angular distribution
Leeds.frechet | Multivariate data set with margins following unit Frechet distribution.
logit | Logit transformation
marginal.lkl | Marginal model likelihood
marginal.lkl.nl | Marginal likelihoods of the PB and NL models.
marginal.lkl.pb | Marginal likelihoods of the PB and NL models.
maxLikelihood | Maximum likelihood optimization
MCpriorIntFun | Generic Monte-Carlo integration of a function under the prior distribution
MCpriorIntFun.nl | Generic Monte-Carlo integration under the prior distribution in the PB and NL models.
MCpriorIntFun.pb | Generic Monte-Carlo integration under the prior distribution in the PB and NL models.
nl.Hpar | Default hyper-parameters for the NL model.
nl.MCpar | Default MCMC tuning parameter for the Nested Asymmetric logistic model.
pb.Hpar | Default hyper-parameters for the Pairwise Beta model.
pb.MCpar | Default MCMC tuning parameter for the Pairwise Beta model.
posterior.predictive.nl | Posterior predictive densities in the three dimensional PB, NL and NL3 models
posterior.predictive.pb | Posterior predictive densities in the three dimensional PB, NL and NL3 models
posterior.predictive3D | Posterior predictive density on the simplex, for three-dimensional extreme value models.
posteriorDistr.bma | Posterior distribution in the average model
posteriorMCMC | MCMC sampler for parametric spectral measures
posteriorMCMC.nl | MCMC posterior samplers for the pairwise beta and the negative logistic models.
posteriorMCMC.pb | MCMC posterior samplers for the pairwise beta and the negative logistic models.
posteriorMean | Posterior predictive density on the simplex, for three-dimensional extreme value models.
posteriorWeights | Posterior model weights
prior.nl | Prior parameter distribution for the NL model
prior.pb | Prior parameter distribution for the Pairwise Beta model
proposal.nl | NL3 model: proposal distribution.
proposal.pb | PB model: proposal distribution
rdirichlet | Dirichlet distribution: random generator
rdirimix | Angular density/likelihood function in the Dirichlet Mixture model.
rect.integrate | Density integration on the two-dimensional simplex
rnestlog | Pairwise Beta (PB) and Nested Asymmetric Logistic (NL) distributions
rpairbeta | Pairwise Beta (PB) and Nested Asymmetric Logistic (NL) distributions
rstable.posit | Positive alpha-stable distribution.
scores3D | Logarithmic score and L^2 distance between two densities on the simplex (trivariate case).
transf.to.equi | Linear coordinate transformations
transf.to.rect | Linear coordinate transformations
winterdat | Five-dimensional air quality dataset recorded in Leeds(U.K.), during five winter seasons.