Version 1.17

mev 1.17 (Release date 2024-07-09)

Fixes:

• gpd.ll and gpd.nll correctly return a non-NA value when xi=-1 (#18, reported by Paddy O'Toole)
• tstab.gpd now correctly works when input leads to boundary values, and profile likelihood intervals are now correctly truncated in the range of admissible values
• fit.gpd now relies on gpd.ll to return the negative log likelihood value nllh
• Threshold stability plots now compute limits of plot safely, handling missing values in parameter estimates. Intervals are truncated to admissible values
• For multivariate censored likelihood, marginal thresholds equal to the functional threshold (default option) doesn't return an error.

mev 1.16 (Release date 2023-11-30)

New:

• Pickand's U-statistic estimator of the shape
• New datasets: Newlyn wave height, pandemics, nutrients

Fixes:

• gp.tstab optimization bounds for profile confidence interval fixed.
• rparp failed when a single draw was accepted (due to matrix being cast to vectors)
• fit.extgp now handles model 0 (generalized Pareto), fixing #17