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mev 1.14
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@lbelzile lbelzile released this 25 Apr 20:57
v1.14
3602aa8

==============

New:

  • bivariate coefficient of extremal asymmetry
  • four new families of max-stable models (pairwise beta, pairwise exponential, weighted Dirichlet and weighted exponential) for rmev, following Ballani and Schlather (2011)
  • maximum likelihood estimation routines (fit.gpd, fit.gev, etc.) now accept fixed parameters
  • mean residual life plots with weighted least square fit
  • coefficient of variation tests for threshold selection
  • Varty et al. metric based threshold selection diagnostic
  • anova methods for mev_gpd and mev_gev objects
  • rmev and rmevspec now accept a distance matrix in place of coordinates for spatial models.
  • new datasets
  • website with vignettes

Changes

  • Functions W.diag and NC.diag now have S3 plot and print methods
  • Changes to arguments (backward compatible) to xdat throughout
  • Many dependencies used by single functions are now listed in Suggest.

Fixes:

  • ext.coef correctly handles arrays with missing values (reported by M. Jousset)
  • Optimization method in fit.gev now uses the PWM solution of Hosking (1985) as starting value
  • gev.pll now returns confidence intervals for param = "quant" (reported by D. Dupuis)
  • Fixes to NHPP order statistics density (returns -Inf outside of domain, also correctly evaluate for boundary case when xi=-1)
  • Optimization routines fit.pp, fit.gev and fit.rlarg now return correct MLE when solution lies on boundary (xi=-1) and are more robust to failure (gradients for nlminb return large values rather than NAs which caused the algorithm to stop).
  • Grimshaw's algorithm sometimes returned incorrect value because of too low tolerance for eta near zero. Set back to default settings.
  • fit.gpd(..., method = "obre") now returns additional failure messages if the algorithm drifts towards infeasible values.
  • rparp now correctly handles xi=0
  • Extended GP model now has 'step' for discretization, and a valid distribution function that returns real arguments whenever the input is finite (#9)
  • W.diag and egp.fitrange include arguments for changing 'par' (#10)
  • smith.penult now computes reciprocal hazard and it's derivative on the log scale (when possible) to avoid numerical overflow.
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