dgevbhm - Bayesian Hierarchical Modeling for Duration-Dependent GEV
The dgevbhm package is a software package written in R and
Stan that offers a Bayesian hierarchical regional framework to
estimate the occurrence probability of extreme precipitation
based on small sample sizes, as sub-daily observations and
high-resolution climate model simulations typically cover less
than 50 years. dgevbhm features Bayesian parameter estimation
for the duration-dependent Generalized Extreme Value
distribution, which requires annual maxima of precipitation
across different durations. By utilizing No U-turn sampling via
rstan, models sample posterior samples more efficiently, and
with the help tensor computation via torch these large
posterior samples are computed quicker and more efficiently.
Furthermore, the package provides model application and
evaluation tools to guide the user in model selection, as well
as making inferences from model output to generate robust
estimations of intensity-duration-frequency curves.