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NEWS
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NEWS
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extremeStat ToDo-list / wishlist / issues
- CRAN computation time of examples reduced (YET TO DO!!)
- read all of https://www.ine.pt/revstat/pdf/rs120102.pdf and coles (2001)
- distLextreme, distLquantile, q_gpd: reduce example section, potentially move some to tests. add Nile, rain, danish
- split up q_gpd into f_gpd, p/q/d/r_gpd and comp_gpd
- distLexBoot (+plot) conf.lev vectorization
- distLquantile and g_gpd: reference to vignette POT
- replace berryFunctions::rainbow2 with catPal/seqPal
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extremeStat Package by Berry Boessenkool, berry-b@gmx.de
Any feedback is welcome, per email or on github.com/brry/extremeStat
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Changes in version 1.5.0 (2022-08-22)
- example exectution time reduced in CRAN tests
- plotLexBoot: can now handle selection input correctly
- documentation improved here and there
- plotLextreme: new argument "logargs"
- plotLextreme: argument log can now be "xy" for both axes on logarithmic scale
- distLexBoot: gains argument 'replace'
- new distributions in lmomco reflected
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Changes in version 1.4.0 (2017-11-02)
- printL improved
- distLexBoot now uses npy
- distLextreme can now use truncate
- examples improved
- deprecated functions are now entirely removed
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Changes in version 1.3.0 (2017-01-26)
Package thoroughly cleaned up and restructured:
- plot functions renamed to common syntax plotL***
- distLgof integrated into distLfit, but weight part moved into distLweights
- q_gpd now computes RMSE as well
- distLextreme can now use POT approach with argument npy
- fitting failure checks now more extensive + all concentrated in distLfit
- failure outputs and messages have been improved
- computing functions do not plot anymore (for more clarity and reproducibility)
- more code is now formally tested with testthat
- gofProp option completely removed (POT support is very good now)
- order option now available throughout the package
- more line breaks in source code for better readibility
- on.exit calls changed to immediate messages
- distLquantile gains sanity checks
- weightp dataset included
- extensive use of berryFunctions::tryStack to trace errors and warnings
- several arguments removed and some renamed
- documentation more standardized, vignette expanded
- For all changes, see https://github.com/brry/extremeStat/compare/master@{2016-12-13}...master@{2017-01-26}#files_bucket
- new functions: distLweights, q_weighted, plotLquantile
- removed: distLgof
- renamed: distLprint -> printL,
- distLextremePlot -> plotLextreme,
- distLgofPlot -> plotLweights,
- distLplot -> plotLfit
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Changes in version 0.6.0 (2016-12-12)
For complete log, see https://github.com/brry/extremeStat/commits/master
- several lmomco changes reflected
- several rare errors (especially with very small sample sizes) captured
- documentation updated, vignette clarified
- distLextreme truncate bug corrected (was not passed to distLfit)
- Licence made less restrictive (GPL3 changed to GPL>=2)
- q_gpd captures (and reflects on) more potential errors
- distLquantile q_gpd rownames are unified and sorted differently
- distLgofPlot gained more customization options
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Changes in version 0.5.15 (2016-05-11)
- submitted to CRAN
- various changes, see github commit log at https://github.com/brry/extremeStat/commits/master
- highlights:
- package has a vignette and is Roxygenized
- quantile estimation now possible, function tested and expanded thoroughly
- POT method (truncation parameter) introduced
- GPD quantile comparison across 7 R packages
- failed parameter fitting is handled much better, warning messages became useful
- quiet argument added throughout the package
- several defaults were improved
- documentation was updated and enhanced, including comments in code
- distLgof now returns weights calculated by 3 different methods
- distLplot now uses supdist, package depends on lmomco >=2.1.3 (version that includes supdist)
- installB: moved to https://github.com/brry/installB to remove devtools dependency here
- new functions: distLextremePlot, distLprint, distLquantile, q_gpd
- renamed distLgofPlot for consistency in lowerCamel-derived case usage.
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Changes in version 0.4 (2014-12-04)
depends on berryFunctions again (maintaning functions twice is nonsense)
- distLgof now has ks and quiet argument
- distLplot now has las and ylab arguments
- distLfit gained quiet argument
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Changes in version 0.3 (2014-09-30)
- independent from berryFunctions now.
- Thus I included lim0, logAxis, logVals, owa, rainbow2, rmse, rsquare
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Changes in version 0.2 (2014-09-22)
- First version submitted to CRAN, was not accepted.
- Documentation slightly refined here and there
- changed all "cat" to "message"
- added datname element in dlf, used for main and xlab in all suitable plots
- distLplot:
# log=TRUE now works properly, as it just draws logAxis
# logargs argument added
# PDF lines now truncated to support region of distribution
# plots with xlim outside of support region now possible without error
# new default for color vector
# density plot now with lim0
# if(percentline), a vartical dashed line at gofProp is drawn
- distLgof:
# plot default is now TRUE
- distLfit
#distLgof is now explicitly called with plot=FALSE
- distLgofplot:
# received a bunch of graphic arguments
# 'order' and 'add' arguments added
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Changes in version 0.1 (2014-09-15)
- Initial build with the functions:
- distLextreme (replacing berryFunctions::extremeStatLmom)
- distLfit
- distLplot
- distLgof
- distLgofplot