Version: 1.3.2
Date: 2025-01-15
Category: under the hood
Text: adapted reference output for new startupmsg

Version: 1.3.1
Date: 2024-09-04
Category: under the hood
Text: fixed some crossrefs in Rd files

Version: 1.3
Category: user-visible CHANGES
Text: taking up a suggestion by Andreas.Scheidegger@eawag.ch, we
        introduced new argument propagate.names in our functionals
        controlling whether names obtained from parameter coordinates
        should be propagated to return values of specific S4 methods
        for functionals for Gumbel, GEV, GPD, Pareto

Version: 1.3
Category: user-visible CHANGES
Text: triggered by a mail by mekontsodimitri@gmail.com, we enhanced
        PickandsEstimator(); (a) it no longer requires the location
        parameter to be 0 and (b) it now also can be applied to
        GEVFamilyMuUnknown models.

Version: 1.3
Category: under the hood
Text:

Version: 1.2.2
Category: under the hood
Text: fixed some internal .Rd files

Version: 1.2.2
Category: under the hood
Text: moved from latin1 to UTF-8 encoding

Version: 1.2.2
Category: under the hood
Text: removed the standardtexts (in comments) in our .Rd-files

Version: 1.2.2
Category: user-visible changes
Text: added some more references

Version: 1.2.2
Category: user-visible changes
Text: added dois to references where available

Version: 1.2.2
Category: user-visible changes
Text: added ORCID references for the package authors

Version: 1.2.2
Category: user-visible changes
Text: changed Description entry in DESCRIPTION -- now taking up
        references as well

Version: 1.2
Category: user-visible CHANGES
Text: return object of roptest (with interpolRisks) now contains
        information on its bias, so can, e.g., be used in confint with
        accounting for possible bias

Version: 1.2
Category: user-visible CHANGES
Text: CITATION file now uses bibentry

Version: 1.2
Category: bugfixes
Text: Bernhard discovered a bug in ".checkEstClassForParamFamily" for
        GEV (was GPD instead of GEV)

Version: 1.2
Category: bugfixes
Text: there were no classes [GPD/GEV]MDEstimate -> fixed now

Version: 1.2
Category: under the hood
Text: moved quantile integration methods for expectation for Weibull
        and Gamma distribution to pkg distrEx (>= 2.8.0)

Version: 1.2
Category: under the hood
Text: in asvarMedkMAD we now use distr::solve

Version: 1.2
Category: under the hood
Text: made a helper function .qtlIntegrate out of existing code in
        RobExtremes 1.1.0 and moved it to distrEx where it is exported
        from version 2.8.0; it is reused in RobExtremes for the GEV
        methods

Version: 1.2
Category: under the hood
Text: as with the interpolating - getStartIC methods in ROptEst, the
        makeIC-task is removed from the inner .modifyIC.0 function and
        delegated to the outer .modifyIC , so .getPsi, getPsi.wL, and
        .getPsi.P loose their argument withMakeIC

Version: 1.2
Category: under the hood
Text: in the getStartIC methods for interpolRisks, we now produce slots
        modifyIC with argument withMakeIC (as before) and with "..." to
        pass on arguments to E() (e.g., when makeIC is called)

Version: 1.2
Category: under the hood
Text: the timings are now about ~ 2s per estimator for GEV and GPD and
        check/makeIC are much faster

Version: 1.2
Category: under the hood
Text: script updated

Version: 1.2
Category: under the hood
Text: the makeIC methods for GPD/GEV... also gain an "..." argument

Version: 1.2
Category: under the hood
Text: fixed minor issues in scripts/RobFitsAtRealData.R

Version: 1.2
Category: under the hood
Text: expectation E() of Pareto, GPD, and GEV gain argument diagnostic
        and use dot-filtering (like in distrEx)

Version: 1.2
Category: under the hood
Text: minor bugfixes in .getBetaXiGEW

Version: 1.2
Category: under the hood
Text: new S4 classes "GPDML.ALEstimate", "GPDCvMMD.ALEstimate", and
        "GEVML.ALEstimate", "GEVCvMMD.ALEstimate" deleted classes
        "GPDMCALEstimate", "GEVMCALEstimate" as not every MCE is an ALE
        -> this gave misleading error messages

Version: 1.2
Category: under the hood
Text: warning/caveat in the help to GEVFamily/GEVFamilyMuUnknown as to
        the accuracy of PickandsEstimator for GEV

Version: 1.2
Category: under the hood
Text: introduced particular liesInSupport methods for Gumbel, Pareto,
        GPareto, and GEV

Version: 1.1
Category: user-visible CHANGES
Text: revised DESCRIPTION and staring help page

Version: 1.1
Category: user-visible CHANGES
Text: full robustness support now for ParetoFamily

Version: 1.1
Category: user-visible CHANGES
Text: moved "actuar" from require to imports in DESCRIPTION

Version: 1.1
Category: user-visible CHANGES
Text: NAMESPACE: export some formerly internal S4 classes + accessors
        and replacers for locscaleshapename; specify from which package
        (actuar,evd) to take gumbel p,d,q,r

Version: 1.1
Category: user-visible CHANGES
Text: smaller grid of xi values as starting values for GPD and GEVD for
        speed reasons

Version: 1.1
Category: user-visible CHANGES
Text: new accessor method scale for Pareto distribution

Version: 1.1
Category: user-visible CHANGES
Text: new checkIC and makeIC methods for GEV[U], GPD, and Pareto

Version: 1.1
Category: user-visible CHANGES
Text: new script RobFitsAtRealData

Version: 1.1
Category: user-visible CHANGES
Text: GEVFamily, GParetoFamily and GEVFamilyMuUnknown gain argument
        withMDE (by default TRUE) which controls usage of MDEs at
        finding startPars

Version: 1.1
Category: user-visible CHANGES
Text: gev/gpddiag and friends (i.e. interface to ismev methods) now
        apply to return values of roptest

Version: 1.1
Category: user-visible CHANGES
Text: new argument withMakeIC to control when to use makeIC to enhance
        accuracy

Version: 1.1
Category: user-visible CHANGES
Text: DESCRIPTION tag SVNRevision changed to VCS/SVNRevision

Version: 1.1
Category: minor changes
Text: new Rd files for now exported (formerly internal) intermediate
        classes

Version: 1.1
Category: minor changes
Text: added timings for Sn

Version: 1.1
Category: minor changes
Text: allow for versions < 3.0 when reading grid from sysdata.rda

Version: 1.1
Category: bug fixes
Text: fixed a sign error in FisherInfo.fct for GEV(U)

Version: 1.1
Category: bug fixes
Text: R CMD check did not like "usage" section in internal-methods.Rd,
        so we commented it out

Version: 1.1
Category: bug fixes
Text: in .define.tau.Dtau.withMu (only need theta[1:2])

Version: 1.1
Category: bug fixes
Text: in getStartIC.R (in names risk type is without ".")

Version: 1.1
Category: bug fixes
Text: fixed modifyIC in "getStartIC",signature(model =
        "L2LocScaleShapeUnion")

Version: 1.1
Category: bug fixes
Text: some fixes in .checkEstClassForParamFamiliyMethods

Version: 1.1
Category: bug fixes
Text: class ParamWithLocAndScaleAndShapeFamParameter now contains
        ParamWithScaleAndShapeFamParameter

Version: 1.1
Category: bug fixes
Text: in ParetoFamily.R L2derivDistr was not attached to return value

Version: 1.1
Category: under the hood
Text: inserted new intermediate classes for return values of roptest,
        RMXEstimator, MBREstimator, OBREstimator, OMSEstimator, in case
        of GEV[U], GPD families (for ismev diagnostics)

Version: 1.1
Category: under the hood
Text: Expectation E for DistributionsIntegratingByQuantiles to speed up
        things now uses stop.on.error = FALSE and for accuracy splits
        up the integration range in [0,0.98] and [0.98, upp] as soon as
        upp>0.98

Version: 1.1
Category: under the hood
Text: prepared everything for first release on CRAN

Version: 1.1
Category: under the hood
Text: due to speed gains moved back diagnostic plot examples out of
        \donttest

Version: 1.1
Category: under the hood
Text: added MakeIC calls in getStartIC to enhance accuracy

Version: 1.1
Category: under the hood
Text: in order to avoid time-costly double calls to MakeIC, the
        respective modifyIC-slots gain attribute "hasMakeICin.modifyIC"
        once MakeIC is in the slot

Version: 1.1
Category: under the hood
Text: added different route to get hand on L2Fam in gevgpddiag.R to
        make it applicable to return values of roptest

Version: 1.1
Category: under the hood
Text: speeded up startEstGEV and startEstGPD

Version: 1.1
Category: under the hood
Text: ParetoFamily now has interpolRisks

Version: 1.1
Category: under the hood
Text: ParetoFamily distribution now has speed up for Sn

Version: 1.1
Category: under the hood
Text: updated/prepared plotOutlyingness.R

Version: 1.1
Category: under the hood
Text: fixed unit test suite for zero length

Version: 1.1
Category: under the hood
Text: changed \dontrun in \donttest in examples

Version: 1.1
Category: under the hood
Text: wherever possible also use q.l internally instead of q to provide
        functionality in IRKernel

Version: 1.1
Category: under the hood
Text: in addition, now use slot locscaleshapename in generating
        function of GEVFamilyMuUnknown

Version: 1.1
Category: under the hood
Text: new generics/methods for locationname, locscaleshapename(<-),
        scaleshapename, locscalename, shapename, scalename

Version: 1.1
Category: under the hood
Text: use prefix evd:: to clarify which [p,d,q,r]gumbel to take

Version: 1.1
Category: under the hood
Text: L2LocScaleShapeUnion gains slot locscaleshapename = "character" /
        looses slot scaleshapename = "character"

Version: 1.1
Category: under the hood
Text: added some more specific links to other Rd files in distrMod

Version: 1.1
Category: under the hood
Text: added code for the computation of LMs for ParetoFamily

Version: 1.0
Category: user-visible CHANGES
Text: title changed to title style / capitalization

Version: 1.0
Category: user-visible CHANGES
Text: GEV now has a robust starting estimator for mu unknown

Version: 1.0
Category: user-visible CHANGES
Text: GEVFamily and GEVFamilyMuUnknown now have changed default
        starting estimators realized in startEstGEV.R : a CvM-MDE with
        xi varying on a grid...

Version: 1.0
Category: user-visible CHANGES
Text: provide wrapper for ismev-diagnostics ie gev.diag, gev.prof,
        gev.profxi, gpd.diag, gpd.prof, gpd.profxi

Version: 1.0
Category: GENERAL ENHANCEMENTS
Text:

Version: 1.0
Category: under the hood
Text: deleted some .bak file from R folder

Version: 1.0
Category: under the hood
Text: risk measures VaR, CVaR, and EL for GPD, Weibull, Gamma, ...
        (ScaleShapeModels)

Version: 1.0
Category: under the hood
Text: packed startEstGEV.R into a try-catch...

Version: 1.0
Category: under the hood
Text: checking script to check GEV in scripts folder

Version: 1.0
Category: under the hood
Text: prepared code for evaluation of LMs on xi grid for
        GEVFamilyMuUnknown family;

Version: 1.0
Category: under the hood
Text: .pretreat.of.interest and .define.tau.Dtau are more accurate now;

Version: 1.0
Category: under the hood
Text: moved some packages to Imports to avoid note on many packages in
        Depends, added Encoding due to warning about character 2292 in
        my locale

Version: 1.0
Category: under the hood
Text: removed ::: internal dependencies (within distr&robast-Fam's of
        pkgs) by copying respective routines

Version: 1.0
Category: under the hood
Text: enhanced imports in DESCRIPTION by explicating second order
        imports

Version: 1.0
Category: under the hood
Text: gev.diag, gpd.diag now check for existence of se's and ascov

Version: 1.0
Category: BUGFIXES
Text: fixed issue with updateStep in kStepEstimator when using interpol
        risks (somehow modifyIC had not been attached in prior
        steps...)

Version: 1.0
Category: BUGFIXES
Text: added \value tag in getCVaR.Rd

Version: 1.0
Category: BUGFIXES
Text: fixed some issues with help of getVaR, getCVaR, ...

Version: 1.0
Category: BUGFIXES
Text: new print method for the results of these functions (and a
        corresponding S3class)

Version: 1.0
Category: BUGFIXES
Text: GParetoFamily now handles left endpoint correctly and catches xi
        < -1/2

Version: 1.0
Category: BUGFIXES
Text: GEVFamily[MuUnknown] for xi>0 now handles left endpoint correctly
        and catches xi < -1/2

Version: 1.0
Category: BUGFIXES
Text: warning for large xi is switched off in GEVFamily[MuUnknown] if
        called internally

Version: 1.0
Category: BUGFIXES
Text: double definition of ddigamma eliminated

Version: 1.0
Category: BUGFIXES
Text: bugfix in bounds / must be right for shape < 0

Version: 1.0
Category: BUGFIXES
Text: eliminated some erroneous prints

Version: 1.0
Category: BUGFIXES
Text: in startEstGEV.R, the sigma search range could include negative
        values, now only let pass admissible starting estimators

Version: 1.0
Category: BUGFIXES
Text: bug in (population) variance of GEV xi=0 discovered

Version: 1.0
Category: BUGFIXES
Text: fixed the problem with inadmissible return values of MLE in
        startEstGEV.R

Version: 1.0
Category: BUGFIXES
Text: startEstGEV.R now works with soft bound 1+ xi (x-mu)/sigma > 0
        (only to hold for lower quantile...) controlled by argument
        secLevel

Version: 1.0
Category: BUGFIXES
Text: fixed issue with check.validity as notified by B. Spangl, and
        extended starting estimator in GParetoFamily

Version: 1.0
Category: BUGFIXES
Text: fixed Matthias' error-issue in TeaserExample.R in cniperCont.R
        /plotWrapper.R -- used the wrong variance

Version: 1.0
Category: BUGFIXES
Text: fixed buglets in GEVFamilyMuUnknown which hindered evaluation of
        LagrangeMults,

Version: 1.0
Category: BUGFIXES
Text: cleaned small buglet in modifyPar

Version: 1.0
Category: BUGFIXES
Text: corrected link in Var.Rd

Version: 1.0
Category: BUGFIXES
Text: put code in \dontrun to reduce checking time

Version: 1.0
Category: BUGFIXES
Text: some issues fixed with gev.diag gpd.diag S4 methods

Version: 0.9
Category: Creation of this new package
Text: moved Extreme value / scale shape infrastructure from distrEx and
        distrMod (i.e. Pareto, GPareto, GEV, Weibull, Gumbel)

Version: 0.9
Category: Creation of this new package
Text: Moved script GumbelLocationModel.R from pkg ROptEst

Version: 0.9
Category: Creation of this new package
Text: created generating functions for GEV, Weibull, Pareto families

Version: 0.9
Category: Creation of this new package
Text: PickandsEstimator (incl. as.var)

Version: 0.9
Category: Creation of this new package
Text: new L2ParamFamily GEVFamilyMuUnkown (with corresponding ES, EL,
        VaR)

Version: 0.9
Category: under the hood
Text: cleaned DESCRIPTION and NAMESPACE file as to Imports/Depends

Version: 0.9
Category: under the hood
Text: RobASt-Pkgs: DESCRIPTION depends become stricter (requiring
        distrMod, distrEx, distr >=2.4 to be on the safe side)

Version: 0.9
Category: under the hood
Text: added .Rbuildignore ++ kMad:

Version: 0.9
Category: under the hood
Text: kMad.c now has Unix ending (LF instead of CR, CRLF

Version: 0.9
Category: under the hood
Text: removed lazyload tag in DESCRIPTION

Version: 0.9
Category: under the hood
Text: deleted occurrences of ll and lr in kMad.c (as proposed by
        Matthias)

Version: 0.9
Category: under the hood
Text: deleted dll's and .d files from distrEx src folder

Version: 0.9
Category: under the hood
Text: deleted stuff from "simple" estimators (LDE, Pickands,
        QuantileBCC) which is delegated to Estimator in distrMod()
        (i.e., asVar-calculations)

Version: 0.9
Category: under the hood
Text: created methods for Sn and Weibull, Gammad and GEV

Version: 0.9
Category: under the hood
Text: moved definition of S4 method for Sn and GPareto from
        interpolSn.R to SnQn.R

Version: 0.9
Category: under the hood
Text: PickandsEstimator got a corrected asVar (due to the new
        computation for beta, increasing the bdp;

Version: 0.9
Category: under the hood
Text: mentioned the increase of BDP in the Rd file.

Version: 0.9
Category: under the hood
Text: bdpPickands committed

Version: 0.9
Category: under the hood
Text: updated Metrika reference.

Version: 0.9
Category: under the hood
Text: MedkMAD now has as.var information

Version: 0.9
Category: under the hood
Text: interchanged order of ParamFamily and k (medkMAD) and alpha
        (PickandsEstimator);

Version: 0.9
Category: under the hood
Text: implemented the Quantile estimator of Boudt Caliskan Croux for
        Weibull family as starting estimator (together with
        asvarQBCC..)

Version: 0.9
Category: under the hood
Text: new LDEstimate class

Version: 0.9
Category: under the hood
Text: LDEstimator now uses asvar

Version: 0.9
Category: under the hood
Text: LDEstimators now may delay evaluation of variances and skip or
        delay evaluation of L2derivDistr

Version: 0.9
Category: under the hood
Text: in LDEstimator.R changed ... any(is.na(es))... into
        ...any(is.na(estimate(es)))...

Version: 0.9
Category: under the hood
Text: new S4-method .loc to center GParetoFamily and GEVFamily objects
        in LDEstimators

Version: 0.9
Category: under the hood
Text: fixed an error in .LDMatch (forgot to substract loc0)

Version: 0.9
Category: under the hood
Text: modularized generating functions GEVFamily, GParetoFamily, and
        WeibullFamily [ as to defining trafo, tau, Dtau ]

Version: 0.9
Category: under the hood
Text: checked and computed FI in GEV model

Version: 0.9
Category: under the hood
Text: explicit terms for the FI in the Weibull model

Version: 0.9
Category: under the hood
Text: GEVFamily, ParetoFamily, WeibullFamily, GParetoFamily now have
        optional arguments * withCentL2 = FALSE (should L2deriv be
        numerically centered?  -> formerly this was done automatically,
        and there was an error as the distribution under which
        centering was done was not the same (parameter) as the one to
        which L2deriv was calculated * withL2derivDistr: for GEVFamily,
        WeibullFamily, GParetoFamily this involves calls to imageDistr
        (hence random samples and calls to density()...)  which was
        very costly now by default is skipped in slot call but not in
        direct calls * throw an error if argument startPar is no
        function.

Version: 0.9
Category: under the hood
Text: GEVFamily, GParetoFamily, WeibullFamily * now set new slot
        .withMDE to FALSE (to avoid calling CvM-MDE); * .withEvalAsVar,
        .withEvalL2derivDistr equal to FALSE

Version: 0.9
Category: under the hood
Text: getStartIC - method for interpolRisks (and hence internal-getpsi,
        too) moved from ROptEst to RobExtremes

Version: 0.9
Category: under the hood
Text: getStartIC-method for interpolRisks and Sn methods now load grids
        from RobAStRDA namespace

Version: 0.9
Category: under the hood
Text: added particular moveL2Fam2RefParam, moveICBackFromRefParam
        methods for scale shape models

Version: 0.9
Category: under the hood
Text: considerably improved grid for Sn method for GPareto

Version: 0.9
Category: under the hood
Text: finished interpolation grids (corrected a.o. Sn for GEV),

Version: 0.9
Category: under the hood
Text: produced Weibull and GEV grids (in part; RMXE still missing;
        MBRE-GEV gave problems)

Version: 0.9
Category: under the hood
Text: non-RobExtremes-specific interpolation infrastructure gets
        "imported" by something like .recomputeInterpolators <-
        ROptEst:::.recomputeInterpolators

Version: 0.9
Category: under the hood
Text: minor changes in interpolation scripts

Version: 0.9
Category: under the hood
Text: .mergeF and .recomputeInterpolators gain functionality to skip
        grids when merging/recomputing

Version: 0.9
Category: under the hood
Text: write up to interpolation strategies

Version: 0.9
Category: under the hood
Text: extract from rd file on internal interpolation infrastructure
        inserted into interpolation/WriteUp-Interpolators.txt

Version: 0.9
Category: under the hood
Text: gave more detailed comments in
        interpolation/interpolationscripts.R

Version: 0.9
Category: under the hood
Text: inserted scripts for generating interpol grids for GEVD Weibull
        Gamma

Version: 0.9
Category: under the hood
Text: some diagnostic tools for interpolation grids (accessible through
        R-code) Rdir <- system.file("AddMaterial/interpolation",
        package= "RobExtremes") dir(Rdir)
        file.show(file.path(Rdir,"plotInterpol.R"))

Version: 0.9
Category: under the hood
Text: forgot a "recursive = TRUE" in dir.create in interpolation script

Version: 0.9
Category: under the hood
Text: shifted comments with auxiliary calculations to inst folder

Version: 0.9
Category: under the hood
Text: TestInfrastructure for RobExtremes Tests for RobExtremes

Version: 0.9
Category: under the hood
Text: to share some ideas: some test files in connection with
        RobExtremes

Version: 0.9
Category: under the hood
Text: use of unit tests

Version: 0.9
Category: under the hood
Text: wrapper functions use default rescaling controlled by S4-method
        rescaleFct dispatching on the respective model; particular
        methods for GEV, GPareto, GEVMuUnknown

Version: 0.9
Category: bugfixes
Text: forgot to initialize correctly slots L2derivSymm and
        L2derivDistrSymm in GParetoFamily.R;

Version: 0.9
Category: bugfixes
Text: minor error in CITATION file corrected

Version: 0.9
Category: bugfixes
Text: removed withPos relics in GParetoFamily

Version: 0.9
Category: bugfixes
Text: fixed error in initialize for Pareto-distribution (no lower
        endpoint was set)

Version: 0.9
Category: bugfixes
Text: some corrections in interpolation routines for GPD

Version: 0.9
Category: bugfixes
Text: some fixes in generating function to GParetoFamily

Version: 0.9
Category: bugfixes
Text: added class definition for Weibull family

Version: 0.9
Category: bugfixes
Text: minor correction in generating function for Weibull family

Version: 0.9
Category: bugfixes
Text: adapted title of the package to other RobASt-packages

Version: 0.9
Category: bugfixes
Text: fixed bugs in GEV-, GPareto-, and WeibullFamily

Version: 0.9
Category: bugfixes
Text: re-did the interpolation grids (for GPareto, so far)

Version: 0.9
Category: bugfixes
Text: functions where identical in grid..!

Version: 0.9
Category: bugfixes
Text: Corrected some errors in the scores function for the Weibull
        family;

Version: 0.9
Category: bugfixes
Text: fixed a minor issue in GEVFamily.R and suppressed warnings in
        call to imageDistr

Version: 0.9
Category: bugfixes
Text: bug in new S4 methods for Sn / fixed

Version: 0.9
Category: bugfixes
Text: found reason why GEV caused problems in finding optIC s for
        interpoloation: L2Fam call called GEV instead of GEVFamily ...

Version: 0.9
Category: bugfixes
Text: example to medSn had to be changed / lower upper bounds to be
        given; otherwise there was an error.

Version: 0.9
Category: bugfixes
Text: argh: forgot assignment of nE in getSnGrid...

Version: 0.9
Category: bugfixes
Text: .LDMatch produced names like scale.scale...