| 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 | MC MC sampler for parametric spectral measures |
| posteriorMCMC.nl | MC MC posterior samplers for the the PB and the NL model. |
| posteriorMCMC.pb | MC MC posterior samplers for the the PB and the NL model. |
| 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. |