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News in version 0.2.4

Changes

  • The NAMESPACE file is now generated by using roxygen2.

  • The vignette has been edited, adding some references. The bibtex file potomax.bib has been changed to add DOIs and to update the citation of the packages.

News in version 0.2.3

Changes

  • The GPD probability functions dGPD2, pGPD2, qGPD2 and rGPD2 and the utility functions poisGP2PP and PP2poisGP have been moved (with some changes) to the nieve package, which is available both on CRAN and on GitHub. So potomax 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.

News in version 0.2.3

Changes

  • Changed the dependencies.

New in version 0.2.1

  • New vignette: R Package potomax: Overview, including the Venice example.

Version 0.2.0

  • The one-parameter exponential distribution can now be used as a distribution for the excesses. This leads to Gumbel-distributed block maxima.

  • Bug fix. The quantile function qGPD2 did not work as expected with lower.tail = FALSE.

  • The approximation of the GPD2 distribution functions for ξ ≈ 0 has been improved. For each of the three functions dGPD2, pGPD2 and qGPD2, a quadratic function of ξ is used for small ξ providing a Taylor series approximation. The derivatives w.r.t. the parameters are consistently taken as functions of ξ that are linear (gradient) and constant (hessian). The distribution functions are now smooth functions of ξ even for very small ξ, say ξ ≈ 10−6 or less. Some tests devoted to this “small ξ” approximation have been added to the package.