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NSGEV Package News

New in version 0.2.3

  • Fix typos in the vignette Using variables in the design argument of TVGEV.

New in version 0.2.2

  • New vignette about the use of variables or parameters in the design argument of the TSGEV function.

New in version 0.2.1

1

Enhancements

  • Experimental changes on TVGEV to allow the use of Time Series covariates along with functions of time. CAUTION This may have created bugs!!!

  • New vignette Timeseries Covariates with NSGEV. DRAFT version.

  • A warning is cast when the design argument of TVGEV is a call using variables not in names(data). These variables may or may not be found in the parent environment.

Bug fixes

  • The generalised residuals computed with "gumbel" were actually following the reversed Gumbel, not the Gumbel. New (experimental) choice "gev4" for the target distribution.

  • When TVGEV was used with optim = "nloptr", the choice parTrack = TRUE did not work as expected.

Changes

  • The (non-exported) MLE.TVGEV function now has a trace argument which is set to the value of trace argument of TVGEV. When estim = "nloptr" and a value > 2 is given the values of the parameter and of the objective are traced.

  • The Hessian of the negalive log-likelihood is now exact and no longer computed with optimHessian.

  • The .Rnw vignettes, such as the technical vignette CompDet.Rnw should no longer be built. Only the pdf will be shipped with the package tarball.

New in version 0.2.0

Enhancements

  • Experimental implementation of the ODE method for the determination of the profile likelihood confidence intervals on the quantile of the maximum. See the help of the quanMax.TVGEV method, and the function quantMaxPLODE.

  • Edits in the vignette Introduction to NSGEV. Typos and clarification for the generalised residuals, thanks to Jesper Rydén (Uppsala University). New references related to the generalised residuals. The section on the quantile of the maximum a.k.a. design life level now includes an example with profile likelihood intervals, at the price of an increased computation time.

Changes

  • In the resid method for the class "TVGEV" the generalised residuals now use the standard Gumbel target distribution rather than a standard exponential.

New in version 0.1.9

Enhancements

  • The quantMax method for the class "TVGEV" now computes the profile-likelihood intervals on the quantile of the maximum on an arbitrary "design-life" period. The computation is quite long for now hence is illustrated in a dontrun part of the examples for quanMax.TVGEV method.

  • The TVGEV function did not work when some (non temporal) covariates had missing values.

  • The functions qMax.TVGEV and pMax.TVGEV now compute the gradient and the Hessian w.r.t. the parameters, opening the road to profile likelihood inference on the quantile of the maximum. The wew function dMax.TVGEV computes the gradient w.r.t. the parameters.

  • New tests dedicated to the qMax.TVEV, pMax.TVEV and dMax.TVGEV functions.

  • Fixes in the documentation.

  • New long-form documentation NSGEV: Computing Details, mainly dedicated to the the computation of the profile likelihood intervals. This is a Rweave document .Rnw hence will not appear on the pkgdown site. It could be removed from the vignettes if this generates installation problems for some users.

  • The bibliography file for the vignettes NSGEV.bib has been cleaned and provides DOIs when these are available.

Bug fixes

  • In quantMax.TVGEV the check on prob was misleading.

  • The quantMax.TVGEV method did not work for TVGEV object describing a stationary model.

New in version 0.1.8

Enhancements

  • For a TVGEV object, the negLogLikFun function now optionally returns the Hessian.

  • New method quantMax for the "TVGEV" class and subsequent method autoplot for the related quantMax.TVGEV objects. Using these methods is illustrated in the main vignette.

  • New methods quantMaxFun and cdfMaxFun for the "TVGEV" class. The return functions (closures).

  • An autoplot method has been added for some classes:"TVGEV" and more.

  • The vignettes of the NSGEVVal package are now included in NSGEV. The required technical functions from NSGEVVal are now included in NSGEV as "check" functions. The bibliography has been somewhat cleaned.

Technical changes (non user-visible)

  • The NAMESPACE file is now generated with roxygen2 making the package easier to maintain.

News in version 0.1.7

Bug fixes

  • The TVGEV function did not work when a constant location was specified along with a non-constant scale and/or shape. Thanks to Jesper Rydén.

News in version 0.1.6

Changes

  • The GEV probability functions dGEV, pGEV, qGEV and rGEV have been moved (with some changes) to the nieve package, available both on CRAN and on GitHub. So NSGEV now imports these functions from nieve. As a consequence the compiled code used by this functions has been discarded, making the package easier to install at least for Windows users.