Enhancements

  • The TVGEV function did not work when some (non temporal) covariates add missing values.

Bug fixes

  • In quantMax.TVGEV the check on prob was misleading.

  • The quantMax.TVGEV method did not work for TVGEV object describing a stationary model.

Enhancements

  • For a TVGEV object, the negLogLikFun function now optionally returns the Hessian.

  • New method quantMax for the "TVGEV" class and subsequent method autoplot for the related quantMax.TVGEV objects. Using these methods is illustrated in the main vignette.

  • New methods quantMaxFun and cdfMaxFun for the "TVGEV" class. The return functions (closures).

  • An autoplot method has been added for some classes:"TVGEV" and more.

  • The vignettes of the NSGEVVal package are now included in NSGEV. The required technical functions from NSGEVVal are now included in NSGEV as “check” functions. The bibliography has been somewhat cleaned.

Technical changes (non user-visible)

  • The NAMESPACE file is now generated with roxygen2 making the package easier to maintain.

Bug fixes

  • The TVGEV function did not work when a constant location was specified along with a non-constant scale and/or shape. Thanks to Jesper Rydén.

Changes

  • The GEV probability functions dGEV, pGEV, qGEV and rGEV have been moved (with some changes) to the nieve package, available both on CRAN and on GitHub. So NSGEV now imports these functions from nieve. As a consequence the compiled code used by this functions has been discarded, making the package easier to install at least for Windows users.