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ChangeLog
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992 lines (622 loc) · 29.5 KB
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CHANGES IN Renext package VERSION 3.1-5
BUG FIXES
o The `anova` method of the `"Renouv"` class did
not work as it should.
o Fixes in doc and in the `DESCRIPTION` file to fix problems
revealed by CRAN checks.
CHANGES IN Renext package VERSION 3.1-4
CHANGES
o Change maintainer.
CHANGES IN Renext package VERSION 3.1-3
CHANGES
o No longer check on the class of objects, `inherits`.
o Fixes in doc (URLs, ...).
CHANGES IN Renext package VERSION 3.1-2
CHANGES
o In the 'Renext Guide' document, the version of R used is now
mentioned at the beginning. The document has consequently be
recompiled with a new version.
o In the function `Ren2gev` the computation of the gradient was
not correct in the case where the shape is nearly zero (it
returned NaN). The suitable formula based on a Taylor expansion is
now implemented.
o Several re-arrangements of the code (indentation, ...)
CHANGES IN Renext package VERSION 3.1-1
BUG FIX
o The function 'rRendata' dit not work as expected when
'threshold' was set to a non-zero value.
CHANGES IN Renext package VERSION 3.1-0
CHANGES
o Simple change of version for CRAN submission.
CHANGES IN Renext package VERSION 3.0-5
BUG FIX
o In 'Renouv', an error occured with 'x = NULL' when the mean
of 'MAX.data' or that of 'OTS.data' was negative, due to a
missuse of 'log' when scaling of the data. Thanks to Yasser
Hamdi.
CHANGES
o Slight changes in 'Renext Guide' and documentation.
CHANGES IN Renext package VERSION 3.0-4
BUG FIX
o In 'fweibull', the estimated covariance was wrong with the
(non-default) 'info.observed = TRUE'.
CHANGES
o 'Renouv' now uses by default the observed information matrix
rather than the expected one in the case where there is no
historical infoemation and a special distribution is used.
Changes were consequently needed in 'fML', and the estimation
functions for some special distributions: 'fweibull',
'flomax', 'fmaxlo', 'fGPD', where the default information
matrix is now the observed one.
o The 'fGPD1' 'flomax1' and 'fmaxlo1' (all for a fixed
'shape', non exported) where changed to allow 'info.observed =
TRUE'. Good bounds on the unknown scale parameter are now
used, avoiding convergence problems. Moreover the data is
scaled by default thus improving numerical precision.
o The 'fweibull' function now scales the data.
o Improved code to better conform to CRAN coding standards.
o Added a missing 'set.seed' in examples for reproductibility.
CHANGES IN Renext package VERSION 3.0-3
BUG FIX
o In 'flomax' and 'fmaxlo' the test on the 'try' result was
wrong resulting in a missing covariance in the (non-default)
case 'info.observed = TRUE'. In both functions the dimnames of
'cov' where lost with 'scaleData = TRUE'.
CHANGES IN Renext package VERSION 3.0-2
BUG FIX
o The 'rgpd' function did not work correctly for a value of
the shape parameter near '.Machine$double.eps'. The functions
'[qpdhH]GPD' have been modified in accordance. A similar
problem is found in the 'evd::' functions for gpd and even for
gev.
o In 'fGEV.MAX' an error due to the scaling occurred if the
data was not positive.
o In 'fGPD', the covariance matrix was not returned for a
shape < -0.5 even though 'cov' was TRUE. Similarily, in
'fmaxlo' the covariance was not returned in the shape > 2
case.
o The 'evdbayes' package was misscited as 'bayesevd' in the
file 'Renext-package.Rd'.
NEW FEATURES
o In 'fGEV.MAX' a new 'cov' logical argument is added to make
optional the computation of the covariance matrix and of the
vector of sd. When the estimated shape is < -0.5 the
covariance and the vector of sd are filled with NA, because the
regularity conditions are not fulfilled.
o In 'fGEV.MAX', the expected information matrix can now be
used instead of the (default) observed information, provided
that the data are block maxima (with only one observation per
block).
CHANGES
o In 'fGEV.MAX' the value of technical parameter 'delta' was
changed and set to a very small value.
o Slight changes in the documentation and code presentation.
CHANGES IN Renext package VERSION 3.0-1
BUG FIX
o The 'readXML' function gave an error when somme dates of the
OTdata part were NA (POSIXct). Fixed.
o The NAMESPACE now duely imports from base packages as required
by CRAN checks.
CHANGES IN Renext package VERSION 3.0-0
CHANGES
o Only minor changes in doc/guide. The major number stands for the
completion 2.x efforts.
o Remind that 2.1-10 on CRAN was a patched version solving
problems revealed by CRAN checks
CHANGES IN Renext package VERSION 2.4-0
CHANGES
o Several functions involving POSIXct objects have been changed in
the aim of removing concatenation of POSIXct with the 'c' method,
which drops the timezone and leads to strange timezone in the
remote past.
o In the 'OT2MAX' function, the code for the preparation of the
output was unclear for the case when 'dataFrames' is FALSE.
o Changed the doc of the 'parDeriv' function.
o in 'fGEV.MAX' a suitable constant is added to the final logLik
in order make this value comparable to the one computed by the
classical method for maxima or r largest (evd, ismev).
BUG FIX
o In 'plot.renouv', the 'pct.conf' argument was not duely passed
to 'lines.Renouv'. Fixed.
o In 'OT2MAX' function the determination of the end was wrong
because it was loosing a full year at the end of data.
CHANGES IN Renext package VERSION 2.3-0
CHANGES
o The content of the 'data' directory was renewed to save the
examples as '.rda' files instead of the previous '.R' dump files.
The 'POSIXct' objects in data are now with "GMT" time zone. The
.Rd files were also modified to change some POSIXct extractions
and to remove the 'AsIs' class indication for chr variables
('comment').
o 'rRenouv' and its help is removed.
o 'gpd2lomax', 'gpd2maxlo', 'lomax2gpd', 'maxlo2gpd' are no longer
exported and their .Rd files have been removed.
o Code and doc of 'LRExp.test' function changed to add the "maxlo"
alternative. Code for 'anova.Renouv' now calls 'LRExp.test' when
needed, to avoid code duplication.
o 'readXML' and its documentation: added the possibility of
specifying the time zone. Doc: browse 'index.xml' in the examples.
o Typos and misspellings in the doc.
o Help page for 'NBLevy' (outdated reference and so on).
BUG FIX
o In 'Renouv' the correction of initial values for the "GPD"
distribution with initial shape < 0 was not done.
o In 'lines.Renouv', the DEBUG parameter was TRUE generating
verbose noise.
CHANGES IN Renext package VERSION 2.2-3
CHANGES
o Added derivation w.r.t. parameters of the Lomax and Maxlo
distributions in 'parDeriv', and changed the 'examples' section.
o In the 'predict' method for 'Renouv' objects, the probability
column will no longer be found by default. The previous
computation can be retrieved by using the non-default formal value
prob = TRUE.
o Some typos/errors in the documentation have been fixed.
o Replaced 'require' by 'requireNamepace' for suggested package
"XML".
BUG FIX
o For the 'Lomax' and 'Maxlo' distributions 'plomax' and 'pmaxlo',
the parameter 'lower.tail' was misleading, since they did not work
as usual. Yet the default was for the distribution function as
usual so this problem had no impact on ML estimation.
CHANGES IN Renext package VERSION 2.2-2
CHANGES
o 'predict.Renouv' now has its argument 'cov.rate' working. Turn
to TRUE for default?
o added some 'eval' needed in the legend construction
'lines.Renouv'.
o Corrected inefficient data control in 'makeOTSdata'.
CHANGES IN Renext package VERSION 2.2-1
BUG FIX
o Problems with symbol numbers and names in 'lines.Renouv'.
CHANGES IN Renext package VERSION 2.2-0
BUG FIX
o With the "GPD" distribution 'Renouv' did not return the logLik
as expected.
CHANGES
o The package now imports from the 'splines' package since
'splineDesign' is required to approximate the quantile functions
required in some tests.
o Technical data is added in a 'sysdata.rda' file of the R
directory.
o In 'Renouv', the returned data list named 'history.MAX' and
'history.OTS' have two new slots called 'dataNames' and
'blockNames'. The are extracted from the object's data frames
when 'x' has class "Rendata" or are extracted from the names used
in the list provided by user in the 'MAX.data' or 'OTS.data'
arguments when 'x' is numeric. These indications are used in the
legend built for plots built with the 'plot' or 'lines' methods of
the "Renouv" class.
o The the formal arguments of 'plot.Renouv' and 'lines.Renouv'
have been modified to allow the user to better manage the block
data (MAX or OTS). Some blocks can be shown or not thanks to
extended possibilities of the 'show' argument. The new
'byBlockStyle' argument can also be used to decide if the blocks
of a same type (MAX, OTS) should be plot with the same style and
to adapt the legend in correspondence.
o Many changes have been done in the 'RenextGuide' document
shipped as a pdf file with the package.
NEW FEATURES
o Several functions have been added to perform tests of
exponentiality or Gumbelity: 'CV2.test, 'Jackson.test',
'LRExp.test', 'LRGumbel.test' and other related functions,
e.g. the 'pGreenwood1' function. The related 'anova' method was
also implemented.
CHANGES IN Renext package VERSION 2.1-9
BUG FIX
o The new 'OT2MAX' did not work without missing information.
CHANGES IN Renext package VERSION 2.1-8
BUG FIX
o The 'SandT' function did not work correctly for objects with
class "Renouv".
NEW FEATURES
o The 'OT2MAX' now returns some summary information about gaps and
can plot the mean gap rate.
CHANGES IN Renext package VERSION 2.1-7
CHANGES
o 'Hpoints' is now duely exported.
o Corrections in 'fmaxlo' and 'fGPD' docs concerning the
constraint.
BUG FIX
o The 'flomax' and 'fmaxlo' functions could not work with cov =
FALSE, due to a bad variable name. Fixed.
CHANGES IN Renext package VERSION 2.1-6
NEW FEATURES
o It is now possible to use the 'RLplot' method on an object of
class "Rendata". The plotting positions come from 'SandT' and no
fit is required.
CHANGES
o 'SandT' now optionally uses the old plotting positions with
naive = TRUE.
o 'lines' 'PPplot' and 'QQplot' methods now use the plotting
positions as described in 'Renext Computing Details'.
o The maximal number of historical blocks to be coloured
individually in 'plot.Renouv' or 'RLplot' can be reduced.
BUG FIX
o In the function 'SandT', the removal of ex-aequos among the
tresholds was wrong (and finally useless). Fixed.
o When fitting the "GPD" special distribution with historical
data, the check that all HD falls in the support was missing.
CHANGES IN Renext package VERSION 2.1-5
CHANGES
o 'fmaxlo' now uses a lower bound on the shape parameter, since
the unconstrained ML estimate is always at the boundary.
o In 'flomax' a better lower bound for the ML estimate of the
scale parameter is now used.
o 'fmaxlo' and 'flomax' now use an explicit formula for the
inverse of the expected information matrix. Both functions now
have a 'cov' formal. When FALSE, the computations boil down to a
maximisation of the profile log-likelihood, and the covariance is
not computed. This aims to have a fast evaluation e.g. in order to
sample a likelihood ratio statistic.
o 'fGPD' has been refactored, and now merely turn to the
estimation of an exponential distribution when the CV is close to
1.0.
BUG FIX
o In the function 'SandT', the value of the survival was incorrect
because it used the rate of events for the first inter-threshold
range only, and not the whole rate.
CHANGES IN Renext package VERSION 2.1-4
CHANGES
o Added a new distribution named "GPD" that can be used in
'Renouv'. This distribution has functions returning NaN when the
parameter vector falls outside of its validity domain (scale > 0),
and therefore unconstrained optim can be used for ML estimation.
o In 'fGEV.MAX', a scaling is added and a 'try' to overcome the
problem of non-invertible hessian. A new threshold choice is
proposed based on the spacings.
BUG FIX
o In the function 'fmaxlo', the lower bound chosen for ML
estimation was too small for a numerical evaluation of logLik and
its derivative, leading to a (wrong) negative derivative, and to a
warning.
CHANGES IN Renext package VERSION 2.1-3
CHANGES
o The 'envir' formal of the 'RLlegend.*' functions is removed.
for simplicity. A new function 'RLlegend.print', non exported, is
added for debugging legend problems.
o A 'label' formal argument is added to 'Renouv' and is by default
set to "". This character string appears in the legend as a prefix
to the graphical objects description ("quant", "conf", ...) and
where a mysterious "res" was shown before. When the call to the
'plot' method within 'Renouv' leads to an error, the result is
returned with a simple warning.
BUG FIX
o In the function 'makeOTSdata', some problem could occur when
MAX.r == 0. This created strange problems in 'SandT'.
CHANGES IN Renext package VERSION 2.1-2
CHANGES
o New functions dedicated to block maxima in relation with
POT/Marked process. These are 'gGEV.MAX' and utility functions
'Ren2*', '*2Ren', 'parini.MAX' and 'parini.OTS', ...
o New function 'rRendata' to simulate "Rendata" objects. This is
very useful for testing estimation of plotting functions.
o New method 'spacings' computing the spacings.
o New function 'fGPD' for ML estimation of a GPD from a
sample. Works by calling either 'flomax' or 'fmaxlo'.
o New function 'parDeriv' computing the derivatives w.r.t
parameters of the density and survival of some distributions, at
the time, only "weibull" and "gpd".
o In 'Renouv' it is now possible to give 'x = NULL' in which case
only historical data are used. At the time, this is done by
calling the 'Renouv4' function. The 'parini.MAX' and 'parini.OTS'
functions perform the key step of parameter initialisation.
o New function 'OT2MAX' to create block maxima from marked process
data.
o New function 'SandT' computing the survival and the return
periods using an adaptation of Hirsch and Stedinger's method. This
is useful for plotting positions.
o New methods 'QQplot' and 'PPlot' for the class "Renouv". Some
work is still needed to deal with historical data.
CHANGES IN Renext package VERSION 2.1-1
BUG FIX
o 'print.summary.Renouv' produced an error when some OTS blocks
had length 1. Fixed.
CHANGES
o Following an advice given by B. Ripley, an environment object is
created in the package in order to share variables between the
package functions without turning these into global
variables. Thus the legend management functions 'RLlegend.ini',
'RLlegend.show' and the 'plot' and 'lines' method for class
"Renouv" no longer require defining an environment and passing it
as an argument. See the example of 'RLlegend'.
CHANGES IN Renext package VERSION 2.1-0
CHANGES
o Global variable 'RLlegend' renamed to '.RLlegend' and added a
"Caution" section in the help page of 'plot' and 'lines' methods
for the S3 class "Renouv".
CHANGES IN Renext package VERSION 2.0-15
CHANGES
o Changed the 'Depends' Imports' and 'Suggests' lists of packages.
o 'Renouv' replaced by 'Renouv3' (renamed).
o Many slight changes in the manual, some in the 'Renext Guide'.
BUG FIX
o 'df' misleadingly returned the number of obs in 'RenouvNoEst'.
CHANGES IN Renext package VERSION 2.0-14
CHANGES
o Added an 'nobs' field in output of 'Renouv3' (for AIC or BIC).
o The 'logLik' method for class "Renouv" now uses 'df' and 'nobs'
and no longer uses 'p.y' and 'nb.OT', but duly computed values
which can be used with historical data. The documentation of the
'logLik' method was changed consequently.
BUG FIX
o The the number of obs was 'df' in the output of 'Renouv3'.
CHANGES IN Renext package VERSION 2.0-13
CHANGES
o The functions 'roundPred' and 'plot.Renouv' can now work with
prediction tables containing NA. This can occur if the standard
deviations of estimates are not available, e.g. if the shape
parameter of the GPD is < -0.5.
o In 'Renouv3.R', some precautions have been added using 'try' in
order to manage situations when the hessian is non-invertible or
has negative eigenvalues. For compatibility reasons, the
covariance and standard deviations objects are then filled with NA
rather than set to NULL.
BUG FIX
o When using the plot method with an object with S3 class
"RenData" an error could happen with MAXdata containing NA
dates. Fixed.
CHANGES IN Renext package VERSION 2.0-12
CHANGES
o In the package DESCRIPTION, 'LazyData' was turned to 'yes'.
Thus, the datasets 'Garonne', 'Brest', ... are now available
without requiring "data" as in "data(Garonne)".
o The 'fML' and 'Renouv3' functions now return the maximised
log-likelihood as a 'logLik' list element. Bounds for the
parameters are also attached to the distributions, but not used
yet in the optimisation. The problem is that NaN are not supported
in constrained optimisation methods but such values are likely to
occur when maximising a gpd log-lik.
o The probability functions for the "Lomax", "Maxlo" and "SLTW"
distributions no longer produce an error when the parameters do
not fill the sign constraints. Instead, a (vector of) NaN is
returned. This allows the use of an unconstrained optimisation
method such as "BFGS".
o The functions 'flomax' and 'fmaxlo' dedicated to the MLE for the
"Lomax" and the "Maxlo" distributions have been improved. Bounds
have been derived to localise the ML estimate, and a scaling is
applied to the data used during the optimisation. These two tasks
remain to be done for the case where the shape parameter is known
'flomax1' and 'fmaxlo1'.
o Many small changes were made in the document 'RenextGuide'.
These change are now described in a special 'ChangeLog' file in
the 'doc' directory.
o Slight corrections in .Rd files (e.g., 'RLlegend').
NEW FEATURES
o The "Renouv" S3 class now has methods 'logLik' 'nobs' and hence
also 'AIC' and 'BIC'. However, these methods do not yet provide
results when historical data are provided. Some work is still
needed to design the constants and to define 'nobs' for fits which
use historical data.
BUGS FIX
o In 'Renouv3', the arguments 'start.par.y' and 'fixed.par.y' are
now intended to be named vectors rather than lists so passing then
as lists produced an error. Fixed.
o The "maxlo" distribution could produce an error when used with
historical data, because the first ML estimate Of the scale 'beta'
(est. without historical data) could be smaller than one
historical data. Fixed.
o In 'RenouvNoEst', an error occurred when "distname.y" was not a
special distribution, because the parameter names were not duly
retrieved from the 'estimate' arg. Fixed.
CHANGES IN Renext package VERSION 2.0-11
CHANGES
o Unused hidden file (.BAKRbuildignore) removed.
o Coerce a 'skip' argument to integer (read as character from XML
file).
o Changed the Maintainer address, now the personal address of Lise
Bardet.
CHANGES IN Renext package VERSION 2.0-3
NOTE
o The package still exports two undocumented functions named
'Renouv2' and 'Renouv3'. These functions have the same args as
'Renouv' with the same meaning, but are refactored versions with
some new features. The function"Renouv3" is the one intended to
replace "Renouv" in the next CRAN version.
NEW FEATURES
o Method 'vcov' for the S3 class "Renouv" to extract the
covariance matrix of estimates.
CHANGES
o The 'RLlegend' function no has an explicit argument 'bty' to
overload the default value of 'legend'. Legends produced with
'RLlegend' no longer show a box by default.
o Changes in the "RenextGuide" document. They concern the
likelihood for OTS data (subsection 3.4.2 "Likelihood", therein a
remark about concentrating the likelihood with historical data and
coefficient of variations (subsections B.2.2 "Some indicators" and
B.3.2. "Generalised Pareto Distribution/ Estimation and
inference"). This document does not tell much about the new
features for versions > 2.0-0.
BUGS FIX
o In 'plot.Renouv', the argument 'pct.conf' was not passed to
'lines.Renouv' as it must be.
CHANGES IN Renext package VERSION 2.0-2
NEW FEATURES
o New functions 'RLlegend.ini' and 'RLlegend.show' to fill legends
for return levels plot built with two or more 'plot' and 'lines'
steps. The legend is built in a semi-automatic fashion by
collecting information given in the 'par' argument: line types,
colors, ...
o New temporary function 'Renouv3'. This follows the re-factored
'Renouv2', but the likelihood is now concentrated when historical
data are given. More precisely, the event rate parameter 'lambda'
is concentrated out of the likelihood using an appealing formula
'lambda.hat' = 'number of events'/'discounted duration'
where the duration of a historical block is discounted by a
survival value.
CHANGES
o Reference manual: small corrections. The line 'library(Renext)'
is removed from the examples.
o The 'plot.Renouv' argument list was changed to be in accordance
with that of 'lines .Renouv'.
BUGS FIX
o In the 'Renouv2' function.
CHANGES IN Renext package VERSION 2.0-1
NEW FEATURES
o 'RenouvNoEst' function to create a new object of class "Renouv"
without estimation.
o 'lines.Renouv' function/method to add graphical elements from a
"Renouv" object to an existing return level plot a used in Renext.
o 'RLpar' function to change the value of the graphical
parameters.
o New ML estimation functions 'fgamma', 'flomax' and 'fmaxlo'
(experimental and undocumented).
o New function 'fgpd1' for the estimation of a GPD with given
shape 'xi' (and location 'mu') but with unknown scale 'sigma'.
CHANGES
o Re-factoring of the 'Renouv' function in order to reach a better
code re-use. The result is in a 'Renouv2' function still on
development.
BUG (NOT FIXED YET)
o In the 'RenextGuide' document the log-likelihood given for OTS
historical blocks contains an error.
o In the 'plot.Renouv' function/method, the pct.conf may not work
as expected/wanted in this version. This is because more
flexibility is now needed in the selection of the graphical
elements that must be displayed in order to have a good interface
for the 'lines.Renouv' function/method.
o In the 'plot.Renouv' function/method, the adding a text create
an error due to the use of an unbound variable 'ry'.
CHANGES IN Renext package VERSION 2.0-0
CHANGES
o This 'Changelog' cleaned.
CHANGES IN Renext package VERSION 1.5-1
CHANGES
o Typos in the 'RenextGuide' document.
CHANGES IN Renext package VERSION 1.5-0
CHANGES
o The 'fit.Renouv' function is renamed 'Renouv' as would expect
most R users.
o The shifted Pareto 'spareto' distribution and its functions are
renamed as "Lomax" distribution and 'xlomax' with x in "d", "p",
"r", "h", "H".
o Many slight changes in the vignette most of them striving to
improve the English.
o The vignette code (.Rnw) and subsequent material needed is no
longer shipped with the package for the sake of its size and the
resources needed in the build step.
o The warning message produced when hessian is not definite
negative is strengthened.
BUG FIXES
o In the 'plot.Renouv' function, when historical data are shown on
the plot it can be the case that their number exceeds the
predicted number. This was a problem for the determination of the
plotting position. Now the predicted number is modified in order
to be at least the observed number.
CHANGES IN Renext package VERSION 1.4-1
CHANGES
o The 'fRenouv' function is REMOVED, and 'fit.Renouv' should now
be used.
o Many minor corrections (essentially spelling) were made in the
documentation.
o The documentation of the 'fit.Renouv' function now lists the
'special distributions' and their parameters.
o The 'print.summary.Renouv' function now informs the user about
the inference method used (delta method or exact chi square). It
also displays relevant information about historical blocks used in
the fit, if any.
o The 'ret.lev' table returned by 'fit.Renouv' no longer has
rownames indicating the return period. The reason is that this
table (a data.frame object) can not by default have ties in its
rownames, and formating general (not 'pretty') return periods is
difficult.
o Changes in the vignette. NOT FULLY CHECKED YET (spelling!)
Some details have been added about the "log-exponential" and the
"square-exponential" distributions.
BUG FIXES
o The 'predict.Renouv' gave an error when the object 'x' had a
transformation 'trans.y'. Fixed.
o The 'fit.Renouv' function returned in some cases an error
message in place of a table in its 'ret.lev' element. This was
due to 'rownames'. Fixed.
CHANGES IN Renext package VERSION 1.4-0
CHANGES
o The 'plot.Renouv' function was changed. The 'problim' and 'Tlim'
arg now work as expected. The rule to set the x axis is quite
complex to describe, but yet rather natural to use.
o The vignette was modified mainly in the chapter devoted to the
'fit.Renouv'. The two types of historical data 'MAX' and 'OTS' are
now described with their likelihood. There is no longer reference
to the old 'fRenouv' function, and all code chunks now refer to
'fit.Renouv'. The methods for 'Rendata' and 'Renouv' classes are
shortly described.
BUG FIXES
o In 'fit.Renouv', a problem occurred when only one MAX block was
given without being enclosed in a list().
o In 'plot.Renouv' it was implicitly assumed that 'L.95' and
'U.95' were present in the table which caused an error in the
determination of the y axis.
CHANGES IN Renext package VERSION 1.3-1
NEW FEATURES
o 'fit.Renouv' now internally uses the function 'plot.Renouv' when
its 'plot' formal is set to TRUE
CHANGES
o Packages 'evd', 'numDeriv' are now required 'Depends'.
BUG FIXES
o In 'fit.Renouv', a bug affected 'historical data' arguments. It
caused problems with "gpd" distribution with historical data.
CHANGES IN Renext package VERSION 1.3-0
NEW FEATURES
o 'fit.Renouv' now internally uses the function 'plot.Renouv' when
its 'plot' formal is set to TRUE
CHANGES
o Packages 'evd', 'numDeriv' are now required 'Depends'.
o In 'makeOTSdata' and 'makeOTSdata' giving a NULL value to the
argument data allows to bypass the use of the historical data
possibly present in the x object. A similar behaviour is know
retained in the the 'fit.Renouv' function.
o In 'plot.Renouv', the arguments have been changed. 'pct.conf',
and arguments concerning marks suffixed as '.mark'. By default, no
mark is shown. The arguments 'main' and 'ylim' have been removed
but can still be used through the dots mechanism. The new
arguments 'problim' and 'Tlim' allow the user to set the axis
limits. When historical data are present in the object, they are
now plotted with filled symbols, the filling color indicates the
block.
BUG FIXES
o In 'fit.Renouv' a problem occurred with MAX data when one block
was given as a numeric vector (rather than a list). A numeric
problem occurred in with 'OTS' data with no threshold exceedances
due to the use of r*log(1-F) with r = 0 and F very close to 1.
CHANGES IN Renext package VERSION 1.2-0
NEW FEATURES
o New function 'fit.Renouv'. This is mainly a cleaned version of
'fRenouv' (which will remains here for a couple of sub-versions).
The historical data are now clearly identified as of two types
'MAX' and 'OTS', both using one or several periods called
blocks. MAX data (or r-max) are as before with new formals; OTS
data use blocks with all values over a known threshold over the
main sample threshold. The likelihood is then slightly different
than that of the MAX-data case.
o New S3 class 'Renouv' with methods: 'summary', 'coefficients',
'predict' and 'plot'. The method 'predict' computes return levels
and confidence bounds (when possible), while 'plot' produces a
return level plot with the main sample and also historical data
when present.
o New method for the class 'Rendata': 'summary'. The 'plot' method
was slightly changed to show historical data when this is
possible.
o New function 'OTjitter'. Works like 'jitter' but avoids
jiterrized data falling under the threshold. This is used in
'fit.Renouv' to avoid the warning concerning ties in the
Kolmogorov-Smirnov test. In practice, there seem to very very
little difference in the stat and p-value when jitterizing is
used.
CHANGES
o Vignette. Correction of an error (p. 32) about the return-level.
Modification of the parts concerning historical data.
CHANGES IN Renext package VERSION 1.1-0
CHANGES
o Function 'qmixexp2': quadratic interpolation during the first
iterations replaced by a simpler linear interpolation, i.e. a
standard Newton-Raphson method, easier to analyse. The method has
been secured by placing the iterate below the true unknown root on
the basis of concavity, by inflating the derivative if needed.
Scale the data through a multiplication of these by the smallest
rate names 'rate1', which should improve numerical accuracy.
o Vignette. Correction of bugs in the index and around code
chunks. The were due to end of lines chars that were moved in the
.Rnw source file.
o Vignette. Correction of several misspells or typos. Added a
figure showing GPD densities for several values of the shape
parameter 'xi'.