NEWS.md

In nieve: Miscellaneous Utilities for Extreme Value Analysis

Changes in version 0.1.3

Enhancements

• Non-finite values (hence NAs) have been re-allowed in the parameters after some checks.

Changes in version 0.1.2

Enhancements

• Non-finite values (hence NAs) are no longer allowed in the parameters.

• The rGEV function no longer returns a named vector.

• The probability functions p, d, q propagate the names of their first argument to the result and the "gradient" and "hessian" attributes. This may be useful when working with non-stationary Extreme-Value models.

• The simulation functions rGEV, rGPD2 and rexp1 have an array argument to use the vectors of parameters in a fashion that is suitable for non-stationary models, then returning a matrix instead of a vector.

Bug fixes

• The probability p, d, q functions did not work with deriv = TRUE when their first argument contained NAs. This is now possible, the corresponding rows of the "gradient" attribute and the corresponding slices of "hessian" attribute contain only NAs.

nieve documentation built on Oct. 6, 2023, 1:07 a.m.