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revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis version 1.4.9

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@paulnorthrop paulnorthrop released this 09 May 08:47
· 80 commits to master since this release

revdbayes 1.4.9

New features

  • The function kgaps_post() can now accept a data argument that

    • is a matrix of independent subsets of data, such as monthly or seasonal time series from different years,
    • contains missing values, that is, NAs.
  • A new function dgaps_post() produces random samples from a posterior distribution for the extremal index based on what we call the D-gaps model of Holesovsky, J. and Fusek, M. Estimation of the extremal index using censored distributions. Extremes 23, 197–213 (2020). doi: 10.1007/s10687-020-00374-3. dgaps_post() has the same functionality as kgaps_post().

Bug fixes and minor improvements

  • The print method print.evpost avoids printing a long list by printing only the original function call.

  • The default value of inc_cens in kgaps_post() is now inc_cens = TRUE.

  • In the (extremely rare) cases where grimshaw_gp_mle() errors or returns an estimate for which the observation information is singular, a fallback function is used, which maximises the log-likelihood using stats::optim()

  • In the generalised Pareto example in the introductory vignette, it is now noted that for the Gulf of Mexico data a threshold set at the 95% threshold results in only a small number (16) of threshold excesses.

  • In the GP section of the introductory vignette a link is given to the binomial-GP analysis in the Posterior Predictive Extreme Value Inference vignette.

  • In the introductory vignette: corrected references to plots as "on the left" when in fact they were below, and corrected "random example" to "random sample".

  • The microbenchmark results have been reinstated in the "Faster simulation using revdbayes" vignette.

  • Activated 3rd edition of the testthat package