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 --------------------------------------- extremeStat Package by Berry Boessenkool, berry-b@gmx.de Any feedback is welcome, per email or on github.com/brry/extremeStat --------------------------------------- --------------------------------------- --------------------------------------- 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 --------------------------------------- --------------------------------------- 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 --------------------------------------- --------------------------------------- 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 --------------------------------------- --------------------------------------- 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 --------------------------------------- --------------------------------------- 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. --------------------------------------- --------------------------------------- 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 --------------------------------------- --------------------------------------- Changes in version 0.3 (2014-09-30) - independent from berryFunctions now. - Thus I included lim0, logAxis, logVals, owa, rainbow2, rmse, rsquare --------------------------------------- --------------------------------------- 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 --------------------------------------- --------------------------------------- Changes in version 0.1 (2014-09-15) - Initial build with the functions: - distLextreme (replacing berryFunctions::extremeStatLmom) - distLfit - distLplot - distLgof - distLgofplot