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

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

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

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.

Details

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

See also

inla.doc("pc.gevtail")

Author

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)
#> [1] 0.5