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  "Package": "BMAmevt",
  "Type": "Package",
  "Title": "Multivariate Extremes: Bayesian Estimation of the Spectral\nMeasure",
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  "Description": "Toolkit for Bayesian estimation of the dependence\nstructure in multivariate extreme value parametric models,\nfollowing Sabourin and Naveau (2014)\n<doi:10.1016/j.csda.2013.04.021> and Sabourin, Naveau and\nFougeres (2013) <doi:10.1007/s10687-012-0163-0>.",
  "License": "GPL (>= 2)",
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  "Collate": "'BMAmevt-package.R' 'Laplace.evt.r' 'MCpriorIntFun.nl.r'\n'MCpriorIntFun.pb.r' 'MCpriorIntFun.r' 'add.frame.r'\n'transf.to.equi.r' 'cons.angular.dat.r' 'ddirimix.grid.r'\n'ddirimix.grid1D.r' 'ddirimix.r' 'dgridplot.R' 'diagnose.r'\n'discretize.R' 'dnestlog.grid.r' 'dnestlog.r'\n'dpairbeta.grid.r' 'dpairbeta.r' 'emp_density.r'\n'excessProb.condit.dm.r' 'excessProb.nl.r' 'excessProb.pb.r'\n'lAccept.ratio.r' 'marginal.lkl.nl.r' 'marginal.lkl.pb.r'\n'marginal.lkl.r' 'maxLikelihood.r' 'posterior.predictive.nl.r'\n'posterior.predictive.pb.r' 'posterior.predictive3D.r'\n'posteriorDistr.bma.r' 'posteriorMCMC.nl.r'\n'posteriorMCMC.pb.r' 'posteriorMCMC.r' 'posteriorMean.r'\n'posteriorWeights.r' 'prior.nl.r' 'prior.pb.r' 'proposal.nl.r'\n'proposal.pb.r' 'rdirimix.r' 'rect.integrate.r' 'rnestlog.r'\n'rpairbeta.r' 'rstable.posit.R' 'scores3D.r' 'transf.to.rect.r'\n'wrapper.R' 'zzz.r'",
  "RoxygenNote": "7.2.3",
  "Repository": "https://lbelzile.r-universe.dev",
  "Date/Publication": "2023-04-19 13:20:31 UTC",
  "RemoteUrl": "https://github.com/lbelzile/bmamevt",
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  "Author": "Leo Belzile [cre] (ORCID: <https://orcid.org/0000-0002-9135-014X>),\nAnne Sabourin [aut] (ORCID: <https://orcid.org/0000-0002-5096-9157>)",
  "Maintainer": "Leo Belzile <belzilel@gmail.com>",
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    "author": "Léo Belzile <belzilel@gmail.com>",
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    "cons.angular.dat",
    "ddirimix",
    "ddirimix.grid",
    "ddirimix.grid1D",
    "dgridplot",
    "diagnose",
    "discretize",
    "dnestlog",
    "dnestlog.grid",
    "dpairbeta",
    "dpairbeta.grid",
    "excessProb.condit.dm",
    "excessProb.condit.nl",
    "excessProb.condit.pb",
    "excessProb.nl",
    "excessProb.pb",
    "expfunction.nl",
    "invlogit",
    "lAccept.ratio",
    "laplace.evt",
    "logit",
    "marginal.lkl",
    "marginal.lkl.nl",
    "marginal.lkl.pb",
    "maxLikelihood",
    "MCpriorIntFun",
    "MCpriorIntFun.nl",
    "MCpriorIntFun.pb",
    "posterior.predictive.nl",
    "posterior.predictive.pb",
    "posterior.predictive3D",
    "posteriorDistr.bma",
    "posteriorMCMC",
    "posteriorMCMC.nl",
    "posteriorMCMC.pb",
    "posteriorMean",
    "posteriorWeights",
    "prior.nl",
    "prior.pb",
    "proposal.nl",
    "proposal.pb",
    "rdirichlet",
    "rdirimix",
    "rect.integrate",
    "rnestlog",
    "rpairbeta",
    "rstable.posit",
    "scores3D",
    "transf.to.equi",
    "transf.to.rect"
  ],
  "_datasets": [
    {
      "name": "dm.expar.D3k3",
      "title": "Example of valid Dirichlet mixture parameter for tri-variate extremes.",
      "object": "dm.expar.D3k3",
      "file": "dm.expar.D3k3.rda",
      "class": [
        "list"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "frechetdat",
      "title": "Multivariate data set with margins following unit Frechet distribution.",
      "object": "frechetdat",
      "file": "frechetdat.rda",
      "class": [
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        "array"
      ],
      "fields": [
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        "N0",
        "NO2",
        "03",
        "S02"
      ],
      "rows": 601,
      "table": true,
      "tojson": true
    },
    {
      "name": "Leeds",
      "title": "Tri-variate 'angular' data set approximately distributed according to a multivariate extremes angular distribution",
      "object": "Leeds",
      "file": "Leeds.frechet.rda",
      "class": [
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        "array"
      ],
      "fields": [
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        "N0",
        "NO2"
      ],
      "rows": 100,
      "table": true,
      "tojson": true
    },
    {
      "name": "Leeds.frechet",
      "title": "Multivariate data set with margins following unit Frechet distribution.",
      "object": "Leeds.frechet",
      "file": "Leeds.frechet.rda",
      "class": [
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        "array"
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      "fields": [
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        "f2",
        "f3",
        "f4",
        "f5"
      ],
      "rows": 590,
      "table": true,
      "tojson": true
    },
    {
      "name": "nl.Hpar",
      "title": "Default hyper-parameters for the NL model.",
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      "file": "nl.Hpar.rda",
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      ],
      "fields": [],
      "table": true,
      "tojson": true
    },
    {
      "name": "nl.MCpar",
      "title": "Default MCMC tuning parameter for the Nested Asymmetric logistic model.",
      "object": "nl.MCpar",
      "file": "nl.MCpar.rda",
      "class": [
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      ],
      "fields": [],
      "table": true,
      "tojson": true
    },
    {
      "name": "pb.Hpar",
      "title": "Default hyper-parameters for the Pairwise Beta model.",
      "object": "pb.Hpar",
      "file": "pb.Hpar.rda",
      "class": [
        "list"
      ],
      "fields": [],
      "table": true,
      "tojson": true
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    {
      "name": "pb.MCpar",
      "title": "Default MCMC tuning parameter for the Pairwise Beta model.",
      "object": "pb.MCpar",
      "file": "pb.MCpar.rda",
      "class": [
        "list"
      ],
      "fields": [],
      "table": true,
      "tojson": true
    },
    {
      "name": "winterdat",
      "title": "Five-dimensional air quality dataset recorded in Leeds(U.K.), during five winter seasons.",
      "object": "winterdat",
      "file": "winterdat.rda",
      "class": [
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        "NO2",
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        "S02"
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      "rows": 601,
      "table": true,
      "tojson": true
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  "_help": [
    {
      "page": "BMAmevt-package",
      "title": "Bayesian Model Averaging for Multivariate Extremes",
      "topics": [
        "BMAmevt-package",
        "BMAmevt"
      ]
    },
    {
      "page": "add.frame",
      "title": "Adds graphical elements to a plot of the two dimensional simplex.",
      "topics": [
        "add.frame"
      ]
    },
    {
      "page": "cons.angular.dat",
      "title": "Angular data set generation from unit Frechet data.",
      "topics": [
        "cons.angular.dat"
      ]
    },
    {
      "page": "ddirimix",
      "title": "Angular density/likelihood function in the Dirichlet Mixture model.",
      "topics": [
        "ddirimix",
        "rdirimix"
      ]
    },
    {
      "page": "ddirimix.grid",
      "title": "Plots the Dirichlet mixture density on a discretization grid",
      "topics": [
        "ddirimix.grid"
      ]
    },
    {
      "page": "ddirimix.grid1D",
      "title": "Univariate projection or marginalization of a Dirichlet mixture density on on '[0,1]'",
      "topics": [
        "ddirimix.grid1D"
      ]
    },
    {
      "page": "dgridplot",
      "title": "Image and/or Contour plots of spectral densities in trivariate extreme value models",
      "topics": [
        "dgridplot"
      ]
    },
    {
      "page": "diagnose.PBNLpostsample",
      "title": "Diagnostics for the MCMC output in the PB and NL models.",
      "topics": [
        "diagnose",
        "diagnose.PBNLpostsample"
      ]
    },
    {
      "page": "discretize",
      "title": "Discretization grid builder.",
      "topics": [
        "discretize"
      ]
    },
    {
      "page": "dm.expar.D3k3",
      "title": "Example of valid Dirichlet mixture parameter for tri-variate extremes.",
      "topics": [
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      ]
    },
    {
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      "title": "Pairwise Beta (PB) and Nested Asymmetric Logistic (NL) distributions",
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        "dpairbeta",
        "rnestlog",
        "rpairbeta"
      ]
    },
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      "title": "PB and NL spectral densities on the two-dimensional simplex",
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        "dpairbeta.grid"
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    },
    {
      "page": "excessProb.condit.dm",
      "title": "Probability of joint threshold exceedance, in the Dirichlet Mixture model, given a DM parameter.",
      "topics": [
        "excessProb.condit.dm"
      ]
    },
    {
      "page": "excessProb.condit.nl",
      "title": "Probability of joint threshold excess in the NL model",
      "topics": [
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    },
    {
      "page": "excessProb.nl",
      "title": "Posterior distribution the probability of joint threshold excess, in the NL model.",
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    },
    {
      "page": "excessProb.pb",
      "title": "Estimates the probability of joint excess (Frechet margins)",
      "topics": [
        "excessProb.pb"
      ]
    },
    {
      "page": "expfunction.nl",
      "title": "Exponent function in the NL model.",
      "topics": [
        "expfunction.nl"
      ]
    },
    {
      "page": "frechetdat",
      "title": "Multivariate data set with margins following unit Frechet distribution.",
      "topics": [
        "frechetdat"
      ]
    },
    {
      "page": "invlogit",
      "title": "Inverse logit transformation",
      "topics": [
        "invlogit"
      ]
    },
    {
      "page": "laplace.evt",
      "title": "Laplace approximation of a model marginal likelihood by Laplace approximation.",
      "topics": [
        "laplace.evt"
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    },
    {
      "page": "Leeds",
      "title": "Tri-variate 'angular' data set approximately distributed according to a multivariate extremes angular distribution",
      "topics": [
        "Leeds"
      ]
    },
    {
      "page": "Leeds.frechet",
      "title": "Multivariate data set with margins following unit Frechet distribution.",
      "topics": [
        "Leeds.frechet"
      ]
    },
    {
      "page": "logit",
      "title": "Logit transformation",
      "topics": [
        "logit"
      ]
    },
    {
      "page": "marginal.lkl",
      "title": "Marginal model likelihood",
      "topics": [
        "marginal.lkl"
      ]
    },
    {
      "page": "marginal.lkl.pb",
      "title": "Marginal likelihoods of the PB and NL models.",
      "topics": [
        "marginal.lkl.nl",
        "marginal.lkl.pb"
      ]
    },
    {
      "page": "maxLikelihood",
      "title": "Maximum likelihood optimization",
      "topics": [
        "maxLikelihood"
      ]
    },
    {
      "page": "MCpriorIntFun",
      "title": "Generic Monte-Carlo integration of a function under the prior distribution",
      "topics": [
        "MCpriorIntFun"
      ]
    },
    {
      "page": "MCpriorIntFun.pb",
      "title": "Generic Monte-Carlo integration under the prior distribution in the PB and NL models.",
      "topics": [
        "MCpriorIntFun.nl",
        "MCpriorIntFun.pb"
      ]
    },
    {
      "page": "nl.Hpar",
      "title": "Default hyper-parameters for the NL model.",
      "topics": [
        "nl.Hpar"
      ]
    },
    {
      "page": "nl.MCpar",
      "title": "Default MCMC tuning parameter for the Nested Asymmetric logistic model.",
      "topics": [
        "nl.MCpar"
      ]
    },
    {
      "page": "pb.Hpar",
      "title": "Default hyper-parameters for the Pairwise Beta model.",
      "topics": [
        "pb.Hpar"
      ]
    },
    {
      "page": "pb.MCpar",
      "title": "Default MCMC tuning parameter for the Pairwise Beta model.",
      "topics": [
        "pb.MCpar"
      ]
    },
    {
      "page": "posterior.predictive.pb",
      "title": "Posterior predictive densities in the three dimensional PB, NL and NL3 models",
      "topics": [
        "posterior.predictive.nl",
        "posterior.predictive.pb"
      ]
    },
    {
      "page": "posterior.predictive3D",
      "title": "Posterior predictive density on the simplex, for three-dimensional extreme value models.",
      "topics": [
        "posterior.predictive3D"
      ]
    },
    {
      "page": "posteriorDistr.bma",
      "title": "Posterior distribution in the average model",
      "topics": [
        "posteriorDistr.bma"
      ]
    },
    {
      "page": "posteriorMCMC",
      "title": "MCMC sampler for parametric spectral measures",
      "topics": [
        "posteriorMCMC"
      ]
    },
    {
      "page": "posteriorMCMC.pb",
      "title": "MCMC posterior samplers for the pairwise beta and the negative logistic models.",
      "topics": [
        "posteriorMCMC.nl",
        "posteriorMCMC.pb"
      ]
    },
    {
      "page": "posteriorMean",
      "title": "Posterior predictive density on the simplex, for three-dimensional extreme value models.",
      "topics": [
        "posteriorMean"
      ]
    },
    {
      "page": "posteriorWeights",
      "title": "Posterior model weights",
      "topics": [
        "posteriorWeights"
      ]
    },
    {
      "page": "prior.nl",
      "title": "Prior parameter distribution for the NL model",
      "topics": [
        "prior.nl"
      ]
    },
    {
      "page": "prior.pb",
      "title": "Prior parameter distribution for the Pairwise Beta model",
      "topics": [
        "prior.pb"
      ]
    },
    {
      "page": "proposal.nl",
      "title": "NL3 model: proposal distribution.",
      "topics": [
        "proposal.nl"
      ]
    },
    {
      "page": "proposal.pb",
      "title": "PB model: proposal distribution",
      "topics": [
        "proposal.pb"
      ]
    },
    {
      "page": "rdirichlet",
      "title": "Dirichlet distribution: random generator",
      "topics": [
        "rdirichlet"
      ]
    },
    {
      "page": "rect.integrate",
      "title": "Density integration on the two-dimensional simplex",
      "topics": [
        "rect.integrate"
      ]
    },
    {
      "page": "rstable.posit",
      "title": "Positive alpha-stable distribution.",
      "topics": [
        "rstable.posit"
      ]
    },
    {
      "page": "scores3D",
      "title": "Logarithmic score and L^2 distance between two densities on the simplex (trivariate case).",
      "topics": [
        "scores3D"
      ]
    },
    {
      "page": "transf.to.equi",
      "title": "Linear coordinate transformations",
      "topics": [
        "transf.to.equi",
        "transf.to.rect"
      ]
    },
    {
      "page": "winterdat",
      "title": "Five-dimensional air quality dataset recorded in Leeds(U.K.), during five winter seasons.",
      "topics": [
        "winterdat"
      ]
    }
  ],
  "_readme": "https://github.com/lbelzile/bmamevt/raw/HEAD/README.md",
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