Dear Emacs, please make this -*-Text-*- mode! CHANGES IN Renext package VERSION 2.0-11 CHANGES o Unused hidden file (.BAKRbuildignore) removed. o Coerce a 'skip' argument to integer (read as character from XML file). o Changed the Maintainer address, now the personal address of Lise Bardet. CHANGES IN Renext package VERSION 2.0-0 CHANGES o This 'Changelog' cleaned. CHANGES IN Renext package VERSION 1.5-1 CHANGES o Typos in the 'RenextGuide' document. CHANGES IN Renext package VERSION 1.5-0 CHANGES o The 'fit.Renouv' function is renamed 'Renouv' as would expect most R users. o The shifted Pareto 'spareto' distribution and its functions are renamed as "Lomax" distribution and 'xlomax' with x in "d", "p", "r", "h", "H". o Many slight changes in the vignette most of them striving to improve the English. o The vignette code (.Rnw) and subsequent material needed is no longer shipped with the package for the sake of its size and the resources needed in the build step. o The warning message produced when hessian is not definite negative is strengthened. BUG FIXES o In the 'plot.Renouv' function, when historical data are shown on the plot it can be the case that their number exceeds the predicted number. This was a problem for the determination of the plotting position. Now the predicted number is modified in order to be at least the observed number. CHANGES IN Renext package VERSION 1.4-1 CHANGES o The 'fRenouv' function is REMOVED, and 'fit.Renouv' should now be used. o Many minor corrections (essentially spelling) were made in the documentation. o The documentation of the 'fit.Renouv' function now lists the 'special distributions' and their parameters. o The 'print.summary.Renouv' function now informs the user about the inference method used (delta method or exact chi square). It also displays relevant information about historical blocks used in the fit, if any. o The 'ret.lev' table returned by 'fit.Renouv' no longer has rownames indicating the return period. The reason is that this table (a data.frame object) can not by default have ties in its rownames, and formating general (not 'pretty') return periods is difficult. o Changes in the vignette. NOT FULLY CHECKED YET (spelling!) Some details have been added about the "log-exponential" and the "square-exponential" distributions. BUG FIXES o The 'predict.Renouv' gave an error when the object 'x' had a transformation 'trans.y'. Fixed. o The 'fit.Renouv' function returned in some cases an error message in place of a table in its 'ret.lev' element. This was due to 'rownames'. Fixed. CHANGES IN Renext package VERSION 1.4-0 CHANGES o The 'plot.Renouv' function was changed. The 'problim' and 'Tlim' arg now work as expected. The rule to set the x axis is quite complex to describe, but yet rather natural to use. o The vignette was modified mainly in the chapter devoted to the 'fit.Renouv'. The two types of historical data 'MAX' and 'OTS' are now described with their likelihood. There is no longer reference to the old 'fRenouv' function, and all code chunks now refer to 'fit.Renouv'. The methods for 'Rendata' and 'Renouv' classes are shortly described. BUG FIXES o In 'fit.Renouv', a problem occurred when only one MAX block was given without being enclosed in a list(). o In 'plot.Renouv' it was implicitly assumed that 'L.95' and 'U.95' were present in the table which caused an error in the determination of the y axis. CHANGES IN Renext package VERSION 1.3-1 NEW FEATURES o 'fit.Renouv' now internally uses the function 'plot.Renouv' when its 'plot' formal is set to TRUE CHANGES o Packages 'evd', 'numDeriv' are now required 'Depends'. BUG FIXES o In 'fit.Renouv', a bug affected 'historical data' arguments. It caused problems with "gpd" distribution with historical data. CHANGES IN Renext package VERSION 1.3-0 NEW FEATURES o 'fit.Renouv' now internally uses the function 'plot.Renouv' when its 'plot' formal is set to TRUE CHANGES o Packages 'evd', 'numDeriv' are now required 'Depends'. o In 'makeOTSdata' and 'makeOTSdata' giving a NULL value to the argument data allows to bypass the use of the historical data possibly present in the x object. A similar behaviour is know retained in the the 'fit.Renouv' function. o In 'plot.Renouv', the arguments have been changed. 'pct.conf', and arguments concerning marks suffixed as '.mark'. By default, no mark is shown. The arguments 'main' and 'ylim' have been removed but can still be used through the dots mechanism. The new arguments 'problim' and 'Tlim' allow the user to set the axis limits. When historical data are present in the object, they are now plotted with filled symbols, the filling color indicates the block. BUG FIXES o In 'fit.Renouv' a problem occurred with MAX data when one block was given as a numeric vector (rather than a list). A numeric problem occurred in with 'OTS' data with no threshold exceedances due to the use of r*log(1-F) with r = 0 and F very close to 1. CHANGES IN Renext package VERSION 1.2-0 NEW FEATURES o New function 'fit.Renouv'. This is mainly a cleaned version of 'fRenouv' (which will remains here for a couple of sub-versions). The historical data are now clearly identified as of two types 'MAX' and 'OTS', both using one or several periods called blocks. MAX data (or r-max) are as before with new formals; OTS data use blocks with all values over a known threshold over the main sample threshold. The likelihood is then slightly different than that of the MAX-data case. o New S3 class 'Renouv' with methods: 'summary', 'coefficients', 'predict' and 'plot'. The method 'predict' computes return levels and confidence bounds (when possible), while 'plot' produces a return level plot with the main sample and also historical data when present. o New method for the class 'Rendata': 'summary'. The 'plot' method was slightly changed to show historical data when this is possible. o New function 'OTjitter'. Works like 'jitter' but avoids jiterrized data falling under the threshold. This is used in 'fit.Renouv' to avoid the warning concerning ties in the Kolmogorov-Smirnov test. In practice, there seem to very very little difference in the stat and p-value when jitterizing is used. CHANGES o Vignette. Correction of an error (p. 32) about the return-level. Modification of the parts concerning historical data. CHANGES IN Renext package VERSION 1.1-0 CHANGES o Function 'qmixexp2': quadratic interpolation during the first iterations replaced by a simpler linear interpolation, i.e. a standard Newton-Raphson method, easier to analyze. The method has been secured by placing the iterate below the true unknown root on the basis of concavity, by inflating the derivative if needed. Scale the data through a multiplication of these by the smallest rate names 'rate1', which should improve numerical accuracy. o Vignette. Correction of bugs in the index and around code chunks. The were due to end of lines chars that were moved in the .Rnw source file. o Vignette. Correction of several misspells or typos. Added a figure showing GPD densities for several values of the shape parameter 'xi'.