==== POT: Generalized Pareto Distribution and Peaks Over Threshold ==== Version 1.1-9/1.1-10: ============= - remove deprecated legacy S constants (DOUBLE_DIGITS, DOUBLE_EPS) in C files (to DBL_MANT_DIG, DBL_EPSILON resp.). - change url/year in the vignette Version 1.1-8: ============= NEW FEATURES - change argument names 'fitted' to 'object' to avoid clashes with stats::fitted() - change variable name in examples to avoid clashes with stats::fitted(), base::log(),... - add a man page for the package BUG FIX - Fix an error in convassess() : previous output of convassess()'s examples was > convassess(log) Error in sample.int(length(x), size, replace, prob) : invalid 'size' argument Calls: convassess -> convassess.bvpot -> sample -> sample.int Version 1.1-7: ============= NOTE FIXES - Fix a NOTE on registering native routines by registering C functions as POT_do_ - Fix issues in specdens plot with failure (length > 1 in coercion to logical) Version 1.1-6: ============= BUG FIXES - Fix wrong usage of return in the following R files: ./POT/R/bvpot-fitBvGPD.R : 254 return ./POT/R/mcpot-fitMcGPD.R : 220 return ./POT/R/util-GPD-mle.R : 117 return ./POT/R/util-GPD-mle.R : 126 return ./POT/R/util-GPD-mle.R : 134 return ./POT/R/util-GPD-mple.R : 120 return ./POT/R/util-GPD-mple.R : 130 return ./POT/R/uvpot-fitPP.R : 107 return ./POT/R/uvpot-fitPP.R : 117 return (thanks to Duncan Murdoch) - Update/simplify man pages. - Add a coef function for "pot" objects. Version 1.1-5: ============= - Rename files in R/ directory. - Add a GPL banner on R/C files. Version 1.1-4: ============= - Update for future CRAN release by Christophe Dutang. NOTE FIX - Fix issues with S3 class and add defensive programming. Version 1.1-3: ============= BUG FIX - Fix a problem detected by AddressSanitizer (thanks to Brian Ripley): see https://r-forge.r-project.org/scm/viewvc.php/pkg/src/ts2tsd.c?root=pot&r1=354&r2=493 Version 1.0-7: ============= - Update my address e.g. move to EPFL. NEW FEATURES - Add the point process fitting procedure. Version 1.0-6: ============= - Improve the package homepage. BUG FIX - Fix a bug in the pickdep() function. Version 1.0-5: ============= NEW FEATURES - Add a ``convassess'' function to assess for convergence of the fitted uvpot and bvpot objects. - Some minor changes for uvpot fitting process to increase robustness. - Density plot can return histogram in addition. - Add a confint function to provide a generic access for (profile) confidence interval computing. Version 1.0-4: ============= NEW FEATURES - Link to the url at R-Forge in the Description file. - Add lots of new estimators for the univariate GPD. BUG FIXES - Fix typo and update R vignette. - Fix encodings with newer R version. - Convert R object to double before calling C code as it may fail. Version 1.0-3: ============= BUG FIX - Fix a huge gap within the diplot function. Thanks to Kallen, Maarten-Jan. Version 1.0-2: ============= NEW FEATURES - Add non conditional modeling. - Add tsdep.plot function. - Fix a bug in gpd.firl function. - Improve several functions. Version 1.0-1: ============= NEW FEATURES - Add tools to assess for asymptotic (in)dependence. Version 1.0-0: ============= NEW FEATURES - The fitting codes for Markov chain model is considered stable. - Add lots of tools for these Markov chain models. Version 0.0-9: ============= NEW FEATURES - Change printing methods. - clust.R: the extremal index estimate was buggy !!! - plot methods always returns invisibly the return level function. - Write a package vignette. Version 0.0-8: ============= NEW FEATURES - Add a function ``fitbvgpd'' to fit bivariate POT. - Add a function ``fitmcgpd'' to fit all exceedances with a first order Markov chain. - Implement methods for classes "uvpot", "bvpot" and "mcpot". - Update user's guide. - Add a function ``simmc'' to simulate first order Markov chains with a fixed extreme value dependence. - Add a function for bivariate return level plot. - Add a the Ferro and Seger's estimator for the extremal index. Version 0.0-7: ============= NEW FEATURES - Add a function ``clust'' for identify clusters of extreme. - Add a function ``ts2tsd'' for a mobile average window in a time serie. - Add a user's guide. - Some minor changes in functions mrlplot, lmomplot, diplot, tcplot. Version 0.0-6: ============= NEW FEATURES - Add Medians estimator to fitgpd. - Add Pickands' estimators to fitgpd. - Add (M)inimum (D)ensity (P)ower (D)ivergence estimator to fitgpd. - Add details to ``rp2prob'' and ``prob2rp'' functions. - Changing graphic display in ``plotgpd''. - Add warnings for profile confidence interval with varying threshold. - Passing automatically to ``expected'' information of fisher if the expected information matrix of Fisher is singular in function ``gpdmle''. BUG FIX - Fix a bug in ``gpdmle'' while passing to option obs.fish = FALSE. Version 0.0-5: ============= NEW FEATURES - Add functions ``rp2prob'' and ``prob2rp''. - Allow varying threshold in ``fitgpd'' with method = 'mle'. - Return level confidence interval are now defined with probability of non exceedance instead of return periods. Version 0.0-4: ============= NEW FEATURES - Compute Expected Matrix Information of Fisher in gpdmle. Version 0.0-3: ============= BUG FIX - Fix a message bug in gpdpwmb. Version 0.0-2: ============= - Modifying documentation of function mrlplot. - Fix a wrong title and y-label axis in function diplot. - Add references in documentation files.