eva 0.2.7
Bug fixes
gpdFit(): fixed parameter initialization when starting
values are supplied via the start argument;
start is now correctly split into scale and shape
components instead of being passed through unprocessed (#6).- Sequential tests: fixed an erroneous double
rev() in
the ForwardStop / StrongStop computation of gpdSeqTests()
and gevrSeqTests(). As a result, pSeqStop()
now takes p-values in the order the hypotheses are tested and preserves
that order (previously it expected pre-reversed input).
gevrFit(): the variance-covariance matrix is now
computed safely; a singular Hessian returns an NA
covariance matrix instead of throwing an error.
Other changes
gevrFit(): added extendInt = "yes" to the
internal uniroot() call to make the moment-based starting
value for the shape parameter more robust.gpdSeqTests(): clarified documentation that candidate
thresholds are tested in the order supplied and should be
given from lowest to highest, with an example of applying the
ForwardStop rule.- Added formal package citations for the Statistics and
Computing (2017) and Annals of Applied Statistics (2018)
papers.
- Vignette now uses
SpatialExtremes conditionally
(guarded by requireNamespace()) so it builds even when that
package is not installed.