revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis version 1.4.9
revdbayes 1.4.9
New features
-
The function
kgaps_post()
can now accept adata
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,
NA
s.
-
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 askgaps_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
inkgaps_post()
is nowinc_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 usingstats::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