spatial.gev.bma-package |
Fit a Hierarchical Spatial Generalized Extreme Value model that allows for Bayesian Model Averaging |
dmvnorm |
Log density of a multivariate normal distribution |
f.double.prime |
Second derivative of the posterior distribution of a spatial GEV with respect a location random effect |
f.prime |
First derivative of the posterior of a spatial GEV model with respect to a random effect in the location parameter. |
g.double.prime |
The second derivative of a GEV distribution with respect to a random effect parameter on the precision kappa |
g.prime |
The first derivative of the posterior density of a spatial GEV model with respect to a given random effect on the precision parameter. |
gev.crps |
Compute the Continuous Rank Probability Score (CRPS) |
gev.impute |
Given the output of the MCMC, return a number of samples for a new site. |
gev.init |
Initilizes a state object for a Spatial GEV distribution |
gev.like |
The log likelihood of a GEV distribution |
gev.logscore |
Compute the Log Score |
gev.process.results |
Outputs some tables from the results of Spatial GEV MCMC run |
gev.results.init |
Initialize a results object for spatial.bma.gev |
gev.update |
Updates all the parameters in a spatial GEV model |
gev.update.hyper |
Updates the Gaussian Process hyperparameters in the Spatial GEV model |
gev.update.lambda |
Update the lambda parameter in a Gaussian Process |
gev.update.M |
Sample a new model from the current model for any linear regression system |
gev.update.tau.kappa |
Update the random effects of the precision parameter in a spatial GEV model |
gev.update.tau.mu |
Internal function to update the random effects of the location parameter in a Spatial GEV model. |
gev.update.tau.xi |
Update the random effects for the shape parameter in a spatial GEV model |
gev.update.theta |
Update the linear parameters in a spatial GEV model |
gev.z.p |
Calculate the 1/p return level for a GEV distribution |
gp.like.lambda |
The likelihood of a Gaussian process used to initialize the lambda parameter |
j.double.prime |
The second derivative of a spatial GEV with respect to a random effect in the shape parameter |
j.prime |
The first derivative of the posterior density of a spatial GEV model with respect to a random effect parameter on the shape. |
l.double.prime |
The second derivative of a Gaussian process with respect to the parameter lambda. |
l.prime |
First derivative of a GP with respect to lambda |
logdet |
Returns the log determinant for a symmetric positive definite matrix. |
make.D |
Form the distance matrix for use in a Gaussian Process |
norway |
Extreme Precipitation Data at 69 Sites in Norway |
spatial.gev.bma |
Run an MCMC to fit a hierarchical spatial generalized extreme value (GEV) model with the option for Bayesian model averaging (BMA) |