Provides functions for the Bayesian analysis of extreme value
models.  The 'rust' package <https://cran.r-project.org/package=rust> is
used to simulate a random sample from the required posterior distribution.
The functionality of 'revdbayes' is similar to the 'evdbayes' package
<https://cran.r-project.org/package=evdbayes>, which uses Markov Chain
Monte Carlo ('MCMC') methods for posterior simulation.  Also provided
are functions for making inferences about the extremal index, using
the K-gaps model of Suveges and Davison (2010) <doi:10.1214/09-AOAS292>.
bayesplot (>= 1.1.0), graphics, methods, Rcpp, rust (>=
1.2.2), stats, utils, zoo

Provides functions for the Bayesian analysis of extreme value
models.  The 'rust' package <https://cran.r-project.org/package=rust> is
used to simulate a random sample from the required posterior distribution.
The functionality of 'revdbayes' is similar to the 'evdbayes' package
<https://cran.r-project.org/package=evdbayes>, which uses Markov Chain
Monte Carlo ('MCMC') methods for posterior simulation.  Also provided
are functions for making inferences about the extremal index, using
the K-gaps model of Suveges and Davison (2010) <doi:10.1214/09-AOAS292>.
Also provided are d,p,q,r functions for the Generalised Extreme Value
('GEV') and Generalised Pareto ('GP') distributions that deal
appropriately with cases where the shape parameter is very close to zero.

bayesplot (>= 1.1.0), graphics, Rcpp, rust (>= 1.2.2), stats,
utils

c(person(c("Paul", "J."), "Northrop", email = "p.northrop@ucl.ac.uk",
role = c("aut", "cre", "cph")), person(c("Scott", "D."), "Grimshaw",
role = c("ctb")))
Paul J. Northrop [aut, cre, cph],
Scott D. Grimshaw [ctb]

Provides functions for the Bayesian analysis of extreme value
models.  The 'rust' package <https://cran.r-project.org/package=rust> is
used to simulate a random sample from the required posterior distribution.
The functionality of 'revdbayes' is similar to the 'evdbayes' package
<https://cran.r-project.org/package=evdbayes>, which uses Markov Chain
Monte Carlo ('MCMC') methods for posterior simulation.  In addition, there
are functions for making inferences about the extremal index, using
the models for threshold inter-exceedance times of Suveges and Davison
(2010) <doi:10.1214/09-AOAS292> and Holesovsky and Fusek (2020)
<doi:10.1007/s10687-020-00374-3>. Also provided are d,p,q,r functions for
the Generalised Extreme Value ('GEV') and Generalised Pareto ('GP')
distributions that deal appropriately with cases where the shape parameter
is very close to zero.
bayesplot (>= 1.1.0), exdex, graphics, Rcpp, rust (>= 1.2.2),
stats, utils