NEWS

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POT 1.1-12 (2026-09-18)

• add/update links in man pages
• add checks of generic fucntions
• add qqpareto
• transform ChangeLog in markdown format
• add retlev function for class uvevd provided by fgev from evd package

POT 1.1-11 (2024-10-17)

• add a README file

POT 1.1-9 (2022-04-12)

• remove deprecated legacy S constants (DOUBLE_DIGITS, DOUBLE_EPS) in C files (to DBL_MANT_DIG, DBL_EPSILON resp.)
• change url/year in the vignette

POT 1.1-8 (2022-01-28)

NEW FEATURES

• change argument names fitted to object to avoid clashes with stats::fitted
  • change variable name in examples to avoid clashes with stats::fitted, base::log,...
  • add a man page for the package

BUG FIX

• Fix an error in convassess : previous output of convassess's examples was

> convassess(log)
    Error in sample.int(length(x), size, replace, prob) :
     invalid 'size' argument
    Calls: convassess -> convassess.bvpot -> sample -> sample.int

POT 1.1-7 (2019-04-18)

NOTE FIXES

• Fix a NOTE on registering native routines by registering C functions as POT_do_<func>
  • Fix issues in specdens plot with failure (length > 1 in coercion to logical)

POT 1.1-6 (2016-11-22)

BUG FIXES

• Update/simplify man pages.
  • Add a coef function for pot objects.
  • Fix wrong usage of return in the following R files (thanks to Duncan Murdoch):

./POT/R/bvpot-fitBvGPD.R : 254 return ./POT/R/mcpot-fitMcGPD.R : 220 return ./POT/R/util-GPD-mle.R : 117 return ./POT/R/util-GPD-mle.R : 126 return ./POT/R/util-GPD-mle.R : 134 return ./POT/R/util-GPD-mple.R : 120 return ./POT/R/util-GPD-mple.R : 130 return ./POT/R/uvpot-fitPP.R : 107 return ./POT/R/uvpot-fitPP.R : 117 return

POT 1.1-5 (2016-11-08)

• Rename files in R/ directory.
  • Add a GPL banner on R/C files.

POT 1.1-4

• Update for future CRAN release by Christophe Dutang.

NOTE FIX

• Fix issues with S3 class and add defensive programming

POT 1.1-3 (2012-11-06)

BUG FIX

• Fix a problem detected by AddressSanitizer (thanks to Brian Ripley): see https://r-forge.r-project.org/scm/viewvc.php/pkg/src/ts2tsd.c?root=pot&r1=354&r2=493

POT 1.0-7 (2008-04-03)

• Update my address e.g. move to EPFL

NEW FEATURES

• Add the point process fitting procedure

POT 1.0-6 (2007-12-05)

• Improve the package homepage

BUG FIX

• Fix a bug in the pickdep function

POT 1.0-5 (2007-10-30)

NEW FEATURES

• Add a convassess function to assess for convergence of the fitted uvpot and bvpot objects
  • Some minor changes for uvpot fitting process to increase robustness
  • Density plot can return histogram in addition
  • Add a confint function to provide a generic access for (profile) confidence interval computing

POT 1.0-4 (2007-09-25)

NEW FEATURES

• Link to the url at R-Forge in the Description file
  • Add lots of new estimators for the univariate GPD

BUG FIXES

• Fix typo and update R vignette
  • Fix encodings with newer R version
  • Convert R object to double before calling C code as it may fail

POT 1.0-3 (2007-08-17)

BUG FIX

• Fix a huge gap within the diplot function. Thanks to Kallen, Maarten-Jan

POT 1.0-2 (2007-07-09)

NEW FEATURES

• Add non conditional modeling
  • Add tsdep.plot function
  • Fix a bug in gpd.firl function
  • Improve several functions

POT 1.0-1 (2007-03-30)

NEW FEATURES

• Add tools to assess for asymptotic (in)dependence

POT 1.0-0 (2007-01-27)

NEW FEATURES

• The fitting codes for Markov chain model is considered stable
  • Add lots of tools for these Markov chain models

POT 0.0-9 (2006-11-08)

NEW FEATURES

• Change printing methods.
  • clust.R: the extremal index estimate was buggy !!!
  • plot methods always returns invisibly the return level function
  • Write a package vignette

POT 0.0-8 (2006-10-20)

NEW FEATURES

• Add a function fitbvgpd to fit bivariate POT
  • Add a function fitmcgpd to fit all exceedances with a first-order Markov chain
  • Implement methods for classes uvpot, bvpot and mcpot
  • Update user's guide
  • Add a function simmc to simulate first order Markov chains with a fixed extreme value dependence
  • Add a function for bivariate return level plot
  • Add a the Ferro and Seger's estimator for the extremal index

POT 0.0-7 (2006-08-08)

NEW FEATURES

• Add a function clust for identify clusters of extreme
  • Add a function ts2tsd for a mobile average window in a time serie
  • Add a user's guide
  • Some minor changes in functions mrlplot, lmomplot, diplot, tcplot

POT 0.0-6 (2006-06-20)

NEW FEATURES

• Add Medians estimator to fitgpd
  • Add Pickands' estimators to fitgpd
  • Add (M)inimum (D)ensity (P)ower (D)ivergence estimator to fitgpd
  • Add details to rp2prob and prob2rp functions
  • Changing graphic display in plotgpd
  • Add warnings for profile confidence interval with varying threshold
  • Passing automatically to expected information of Fisher if the expected information matrix of Fisher is singular in function gpdmle

BUG FIX

• Fix a bug in gpdmle while passing to option obs.fish = FALSE

POT 0.0-5 (2006-05-29)

NEW FEATURES

• Add functions rp2prob and prob2rp
  • Allow varying threshold in fitgpd with method = 'mle'
  • Return level confidence interval are now defined with probability of non exceedance instead of return periods

POT 0.0-4 (2006-05-02)

NEW FEATURES

• Compute Expected Matrix Information of Fisher in gpdmle

POT 0.0-3 (2006-03-29)

BUG FIX

• Fix a message bug in gpdpwmb

POT 0.0-2 (2005-09-14)

• Modifying documentation of function mrlplot
  • Fix a wrong title and y-label axis in function diplot
  • Add references in documentation files