R: Utility functions for the PC prior for the 'tail' parameter...

pc.gevtail {INLA}

R Documentation

Utility functions for the PC prior for the `tail` parameter in the GEV likelihood

Description

Functions to evaluate, sample, compute quantiles and percentiles of the PC prior for the tail parameter in the GEV likelihood

Usage

inla.pc.rgevtail(n, lambda = 7)

inla.pc.dgevtail(xi, lambda = 7, log = FALSE)

inla.pc.qgevtail(p, lambda = 7)

inla.pc.pgevtail(q, lambda = 7)

Arguments

n

Number of observations

lambda

The rate parameter in the PC-prior

xi

Vector of evaluation points, where ⁠1>xi>0⁠.

log

Logical. Return the density in natural or log-scale.

p

Vector of probabilities

q

Vector of quantiles

Details

This gives the PC prior for the tail parameter for the GEV likelihood, where xi=0 is the base model.

Value

inla.pc.dgevtail gives the density, inla.pc.pgevtail gives the distribution function, inla.pc.qgevtail gives the quantile function, and inla.pc.rgevtail generates random deviates.

Author(s)

Havard Rue hrue@r-inla.org

Examples


 xi = inla.pc.rgevtail(100,  lambda = 7)
 d = inla.pc.dgevtail(xi, lambda = 7)
 xi = inla.pc.qgevtail(0.5, lambda = 7)
 inla.pc.pgevtail(xi, lambda = 7)

[Package INLA version 25.06.13 Index]

Utility functions for the PC prior for the tail parameter in the GEV likelihood