The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
blite() and flite()The new function blite() performs Bayesian
threshold-based inference for time series extremes. It is a Bayesian
version of the existing function flite(), which performs
frequentist inference.
Objects returned from blite() have a predict S3
method predict.blite() based on the
predict.evpost() method from the
revdbayespackage. It provides predictive inferences for the
largest value observed in N years.
Objects of class flite returned from
flite() now have a confint method.
In flite(), the arguments k and
inc_cens were not passed to exdex::kgaps().
This has been corrected.
In the (unexported, internal) function bingp_rl_CI()
an error is triggered if the return level requested is lower than the
threshold used to fit the model.
In the (unexported, internal) function
bingp_rl_prof(), which calculates a confidence interval for
a return level based on a profile log-likelihood, a check is made on the
value p to be passed to revdbayes::qgp() to
check that it is in [0, 1].
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.