Nothing
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 valuesfit.gpd
now relies on gpd.ll
to return the negative log likelihood value nllh
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 #17gev
and gp
distribution functions (d/p/q/r) introduced to remove dependency on evd
package.taildep
function now correctly check choice of estimators against list of methodslikmgp
and clikmgp
for the logistic modeltaildep
arguments leads to faster calculations with betacop
option.nloptr
dependency by Rsolnp
rmev
, following Ballani and Schlather (2011)fit.gpd
, fit.gev
, etc.) now accept fixed parametersanova
method for mev_gpd
and mev_gev
objectsrmev
and rmevspec
now accept a distance matrix in place of coordinates for spatial models.ext.coef
correctly handles arrays with missing values (reported by M. Jousset)fit.gev
now uses the PWM solution of Hosking (1985) as starting valuegepll
now returns confidence intervals for param = "quant" (reported by D. Dupuis)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).fit.gpd(..., method = "obre")
now returns additional failure messages if the algorithm drifts towards infeasible values.rparp
now correctly handles xi=0W.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.alog
and aneglog
(reported by Michael Lalancette)coord
instead of loc
to avoid confusion with location parameter in rgparp
rmev
angmeas
to include different weighting if the region of interest is 'max' or 'min'angmeas
in the bivariate case that would cause the method to crashgp.fit
MCMCgp.fit
ample changes to the function, in particular a fix for the printing method, handling of errors and inclusion of the Zhang (2010) method and MCMC algorithm for the latter. This function is still preliminary and may updated in the nearby future to include further possibilities.mev v1.0 (Release date: 2014-08-16)
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