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NEWS.md

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lite 1.1.1

Bug fixes and minor improvements

  • Fixed 2 \link{} targets with missing (exdex) package anchors in Rd files for blite() and flite()

lite 1.1.0

New features

  • 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.

Bug fixes and minor improvements

  • 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].