NEWS.md

In mvPot: Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

mvPot 0.1.6

• Fix an compilation issue on Fedora.

mvPot 0.1.5

• Exposed number of replications for integration.
• Fix to censoredLikelihoodXS for cases when likelihood != "mgp".
• New option for censoredLikelihoodBR (matrix of data, Poisson and binomial likelihood).
• Updated documentation.
• Added reference to tutorial.

mvPot 0.1.4

• New functions censoredLikelihoodXS and rExtremalStudentParetoProcess.
• Censored likelihood for Brown-Resnick renamed censoredLikelihoodBR.
• New efficient simulation algorithm for Pareto process.
• Remove deprecated method in C code.
• Correction of typos.

mvPot 0.1.3

• Correction of cluster definition condition for parallel computing.
• Addition of mvTProbQuasiMonteCarlo for efficient quasi Monte Carlo estimation of t distribution functions.

mvPot 0.1.2

• Modification of genVecQMC to return previous prime integer and ready to use generating vector (no division by p is needed).
• Replaced calls to erf by pnorm in C++ library.
• mvtNormCpp is now registered when package is loaded.

mvPot 0.1.1

• Added a NEWS.md file to track changes of the package.
• Fix compilation issues with Solaris distribution.
• Slight modifications on the documentation.

mvPot documentation built on Oct. 14, 2023, 1:06 a.m.