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

### See Also

inla.doc("pc.gevtail")

### 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 26.02.05 Index]