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r347 | ribatet | 2007-09-21 14:32:14 +0200 (ven, 21 sep 2007) | 2 lines

Delete the Rplots.ps and guide.tex files

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r346 | ribatet | 2007-09-21 14:29:23 +0200 (ven, 21 sep 2007) | 2 lines

Use svn keyword substitution for Date

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r345 | ribatet | 2007-09-21 13:04:26 +0200 (ven, 21 sep 2007) | 3 lines

Change 'method = "mle"' for 'est = "mle"' as method is devoted to the
optimization option in the optim function.

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r344 | ribatet | 2007-09-21 11:35:22 +0200 (ven, 21 sep 2007) | 2 lines

Remove some printing information in the C code

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r343 | ribatet | 2007-09-21 11:34:43 +0200 (ven, 21 sep 2007) | 2 lines

Change quote types as it fails to compile with newer R versions

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r342 | ribatet | 2007-09-21 11:34:23 +0200 (ven, 21 sep 2007) | 2 lines

Change quote types as it fails to compile with newer R versions

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r341 | ribatet | 2007-09-21 11:33:17 +0200 (ven, 21 sep 2007) | 2 lines

Add links to other function in the man pages

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r340 | ribatet | 2007-09-21 11:32:53 +0200 (ven, 21 sep 2007) | 2 lines

Changes to take into account for the mple estimator

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r339 | ribatet | 2007-09-21 11:32:39 +0200 (ven, 21 sep 2007) | 2 lines

Changes to take into account for the mple estimator

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r338 | ribatet | 2007-09-21 11:31:56 +0200 (ven, 21 sep 2007) | 2 lines

Changes in the man pages as the confint function was created

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r337 | ribatet | 2007-09-21 11:30:27 +0200 (ven, 21 sep 2007) | 2 lines

Changes in the print.uvpot function to account for mple estimator

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r336 | ribatet | 2007-09-21 11:28:23 +0200 (ven, 21 sep 2007) | 3 lines

Convert R objects to double before calling C code as it may 
cause segmentation fault

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r335 | ribatet | 2007-09-21 11:24:05 +0200 (ven, 21 sep 2007) | 3 lines

Add a function confint which calls all other existing functions 
(profile) confidence intervals

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r334 | ribatet | 2007-09-20 17:19:35 +0200 (jeu, 20 sep 2007) | 2 lines

Documentation for the new function confint

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r333 | ribatet | 2007-08-17 16:40:30 +0200 (ven, 17 aoû 2007) | 2 lines

Add a new estimator for the fitgpd function. See method ``mgf''

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r332 | ribatet | 2007-08-17 16:39:40 +0200 (ven, 17 aoû 2007) | 2 lines

Add a new estimator for the fitgpd function. See method ``mgf''

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r330 | ribatet | 2007-08-17 10:49:11 +0200 (ven, 17 aoû 2007) | 2 lines

Update the DESCRIPTION and ChangeLog files.

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r329 | ribatet | 2007-08-17 10:36:56 +0200 (ven, 17 aoû 2007) | 3 lines

Fix a huge gap in the diplot function. The dispersion index statistic
was completely erroneous. Thanks to Kallen, Maarten-Jan

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r322 | ribatet | 2007-07-09 14:46:10 +0200 (lun, 09 jui 2007) | 2 lines

Delete the "x11()" as requested by Kurt Hornik (R staff)

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r321 | ribatet | 2007-07-09 12:14:47 +0200 (lun, 09 jui 2007) | 2 lines

Update the ChangeLog file

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r320 | ribatet | 2007-07-09 12:14:08 +0200 (lun, 09 jui 2007) | 2 lines

Update ChangeLog and describe the current CHANGES

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r319 | ribatet | 2007-07-09 12:13:36 +0200 (lun, 09 jui 2007) | 2 lines

Add a test function for the amix model

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r318 | ribatet | 2007-07-09 12:12:05 +0200 (lun, 09 jui 2007) | 2 lines

Add documentation for bootstrap confidence intervals

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r317 | ribatet | 2007-07-09 12:10:33 +0200 (lun, 09 jui 2007) | 2 lines

Update the DESCRIPTION file

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r316 | ribatet | 2007-07-09 11:59:32 +0200 (lun, 09 jui 2007) | 2 lines

A new function to assess for asymptotic dependence within time series

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r315 | ribatet | 2007-07-09 11:58:29 +0200 (lun, 09 jui 2007) | 2 lines

Add ``non conditional'' modeling for the GPD

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r314 | ribatet | 2007-07-09 11:58:07 +0200 (lun, 09 jui 2007) | 3 lines

Add the ``lme'' (likelihood moment estimator) for the GPD
Thus the gpdlme is an additional internal function

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r313 | ribatet | 2007-07-09 11:57:42 +0200 (lun, 09 jui 2007) | 2 lines

Add the ``lme'' (likelihood moment estimator) for the GPD

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r312 | ribatet | 2007-07-09 11:56:58 +0200 (lun, 09 jui 2007) | 2 lines

Change the package vignette for more portability

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r311 | ribatet | 2007-07-09 11:56:01 +0200 (lun, 09 jui 2007) | 2 lines

Fix a minor bug

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r310 | ribatet | 2007-07-09 11:54:57 +0200 (lun, 09 jui 2007) | 2 lines

minor changes on the exi computations

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r309 | ribatet | 2007-07-09 11:51:58 +0200 (lun, 09 jui 2007) | 2 lines

Fix an error in the ``gpd.firl'' function

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r308 | ribatet | 2007-07-09 11:51:26 +0200 (lun, 09 jui 2007) | 3 lines

Add bootstrap confidence intervals for the ``chimeas'' function
Add the ``tsdep.plot'' function

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r294 | ribatet | 2007-04-18 13:50:53 +0200 (mer, 18 avr 2007) | 2 lines

Another mistake in the dependance function for the "amix" model

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r293 | ribatet | 2007-04-18 12:04:17 +0200 (mer, 18 avr 2007) | 3 lines

The Pickands' dependence function was wrong for the "anlog" and "amix"
models !!! Fix it

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r292 | ribatet | 2007-03-30 10:54:43 +0200 (ven, 30 mar 2007) | 2 lines

Some modification for the extremal index estimation

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r291 | ribatet | 2007-03-30 10:52:21 +0200 (ven, 30 mar 2007) | 3 lines

Add the ``plot'' option to indicate if the density of the extremal
index must be plotted.

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r290 | ribatet | 2007-03-30 10:51:57 +0200 (ven, 30 mar 2007) | 2 lines

Fix a bug in gpdmdpd

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r289 | ribatet | 2007-03-30 10:48:39 +0200 (ven, 30 mar 2007) | 2 lines

Add function to assess for the asymptotic (in)dependence

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r288 | ribatet | 2007-02-21 10:45:51 +0100 (mer, 21 fév 2007) | 2 lines

Fix a minor bug in function "pickdep" (graphic display bug)

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r286 | ribatet | 2007-01-26 17:16:22 +0100 (ven, 26 jan 2007) | 2 lines

Update the ChangeLog and CHANGES files

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r285 | ribatet | 2007-01-26 16:54:34 +0100 (ven, 26 jan 2007) | 2 lines

Fix bugs in the likelihood computation

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r284 | ribatet | 2007-01-26 16:54:03 +0100 (ven, 26 jan 2007) | 2 lines

Minor changes in the documentation

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r283 | ribatet | 2007-01-26 16:53:27 +0100 (ven, 26 jan 2007) | 2 lines

Doc file for the dexi function

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r282 | ribatet | 2007-01-26 16:52:26 +0100 (ven, 26 jan 2007) | 2 lines

simmcpot function now simulate Markov chains for all dependence models

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r281 | ribatet | 2007-01-26 16:51:55 +0100 (ven, 26 jan 2007) | 2 lines

Use the mcmix C code instead of mcamix

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r280 | ribatet | 2007-01-26 16:51:09 +0100 (ven, 26 jan 2007) | 2 lines

Some corrections in the retlev.mcpot function

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r279 | ribatet | 2007-01-26 16:50:42 +0100 (ven, 26 jan 2007) | 3 lines

Add the function dexi to compute the density of the extremal index
Fix minor bugs in the fitmcgpd function

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r278 | ribatet | 2007-01-26 16:22:55 +0100 (ven, 26 jan 2007) | 2 lines

Update version number and date

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r277 | ribatet | 2007-01-19 15:47:42 +0100 (ven, 19 jan 2007) | 3 lines

Fix a major bug: variable lambda was multiply defined !!!
Add also practical test to avoid numerical troubles

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r276 | ribatet | 2007-01-19 15:46:19 +0100 (ven, 19 jan 2007) | 5 lines

Add  a  force.gpd  option  to   "force"  the  distribution  to  be  GP
distributed. thus, documentation has changed.

Add a reference

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r275 | ribatet | 2007-01-19 15:44:55 +0100 (ven, 19 jan 2007) | 3 lines

Add  a  force.gpd  option  to   "force"  the  distribution  to  be  GP
distributed.

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r274 | ribatet | 2007-01-19 15:43:15 +0100 (ven, 19 jan 2007) | 3 lines

Starting  values are fitted  using pwu  estimates to  avoid degenerate
standard errors.

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r272 | ribatema | 2006-11-17 15:12:04 +0100 (ven, 17 nov 2006) | 2 lines

Fix a bug in the spectral density for model "nlog"

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r255 | ribatema | 2006-11-08 17:45:39 +0100 (mer, 08 nov 2006) | 2 lines

Update vignette related files

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r254 | ribatema | 2006-11-08 17:41:06 +0100 (mer, 08 nov 2006) | 2 lines

Plots for the R vignette

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r253 | ribatema | 2006-11-08 17:40:30 +0100 (mer, 08 nov 2006) | 2 lines

Change the vignette to reduce computational time

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r252 | ribatema | 2006-11-08 17:28:49 +0100 (mer, 08 nov 2006) | 2 lines

Update the ChangeLog file

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r251 | ribatema | 2006-11-08 17:27:50 +0100 (mer, 08 nov 2006) | 2 lines

Update the CHANGES file

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r250 | ribatema | 2006-11-08 17:20:36 +0100 (mer, 08 nov 2006) | 3 lines

Change the vingnette to be computed more quickly. Thus the pdf has
also change

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r249 | ribatema | 2006-11-08 17:15:26 +0100 (mer, 08 nov 2006) | 3 lines

Change the vingnette to be computed more quickly. Thus the pdf has
also change

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r248 | ribatema | 2006-11-08 17:01:58 +0100 (mer, 08 nov 2006) | 2 lines

Update the documentation files

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r247 | ribatema | 2006-11-08 16:58:39 +0100 (mer, 08 nov 2006) | 3 lines

Change the vingnette to be computed more quickly. Thus the pdf has
also change

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r246 | ribatema | 2006-11-08 16:57:20 +0100 (mer, 08 nov 2006) | 3 lines

Change the definition of the likelihood function -->> use directly a C
code for first order Markov chains

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r245 | ribatema | 2006-11-08 16:56:07 +0100 (mer, 08 nov 2006) | 2 lines

Update the version and description part

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r244 | ribatema | 2006-11-06 20:21:58 +0100 (lun, 06 nov 2006) | 2 lines

Add entry from mcgpdlik.c file

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r243 | ribatema | 2006-11-06 20:21:44 +0100 (lun, 06 nov 2006) | 2 lines

likelihood function for mcpot objects

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r242 | ribatema | 2006-11-06 20:20:27 +0100 (lun, 06 nov 2006) | 2 lines

specify the date is in a numeric format.

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r241 | ribatema | 2006-11-06 20:14:27 +0100 (lun, 06 nov 2006) | 2 lines

Modify the return level plot for object of class ``mcpot''

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r240 | ribatema | 2006-11-06 20:13:23 +0100 (lun, 06 nov 2006) | 2 lines

Add the entry for the second demo

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r239 | ribatema | 2006-11-03 18:04:39 +0100 (ven, 03 nov 2006) | 2 lines

Simulation of a markov chain from a fitted mcpot object

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r238 | ribatema | 2006-11-03 18:03:55 +0100 (ven, 03 nov 2006) | 2 lines

Add a method to plot return level for mcpot objects

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r237 | ribatema | 2006-11-03 18:02:19 +0100 (ven, 03 nov 2006) | 2 lines

Now the function returns invisibly the return level function

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r236 | ribatema | 2006-11-03 18:01:54 +0100 (ven, 03 nov 2006) | 3 lines

Change the way as the threshold is print in the printing method of
objects of class uvpot, bvpot and mcpot

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r235 | ribatema | 2006-11-03 17:59:29 +0100 (ven, 03 nov 2006) | 2 lines

Add method to plot return level plots for mcpot objects

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r234 | ribatema | 2006-11-03 17:58:26 +0100 (ven, 03 nov 2006) | 2 lines

The Sweave user's guide and the related pdf

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r233 | ribatema | 2006-11-03 17:57:20 +0100 (ven, 03 nov 2006) | 2 lines

Changing the way users ask for standard errors

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r232 | ribatema | 2006-11-03 17:53:48 +0100 (ven, 03 nov 2006) | 2 lines

Change the computation of the extremal index. There was a bug !!!

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r213 | ribatema | 2006-10-24 22:21:00 +0200 (mar, 24 oct 2006) | 2 lines

Add a method to plot ``mcpot'' objects

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r212 | ribatema | 2006-10-24 22:20:30 +0200 (mar, 24 oct 2006) | 2 lines

Functions for bivariate GPD distribution function and simulation

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r211 | ribatema | 2006-10-24 22:17:04 +0200 (mar, 24 oct 2006) | 2 lines

Add doc file for bivariate distribution function and simulation

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r210 | ribatema | 2006-10-24 22:15:45 +0200 (mar, 24 oct 2006) | 2 lines

Add another demo file for Bivariate POT models

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r209 | ribatema | 2006-10-24 22:15:20 +0200 (mar, 24 oct 2006) | 2 lines

fix a mistake: replace is.missing by missing

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r208 | ribatema | 2006-10-24 22:14:32 +0200 (mar, 24 oct 2006) | 3 lines

Change the eps value in the specdens function for the log case as it
produces poor graphics

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r207 | ribatema | 2006-10-24 22:13:38 +0200 (mar, 24 oct 2006) | 2 lines

Exchange the order of the models in the data.frame output

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r206 | ribatema | 2006-10-24 20:59:12 +0200 (mar, 24 oct 2006) | 2 lines

*** empty log message ***

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r205 | ribatema | 2006-10-24 20:57:14 +0200 (mar, 24 oct 2006) | 2 lines

Add C code ccbvmix, rbvlog_shi

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r204 | ribatema | 2006-10-24 20:56:33 +0200 (mar, 24 oct 2006) | 2 lines

Add C code ccbvmix, rbvlog_shi, rbvalog_shi in the header file

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r203 | ribatema | 2006-10-24 20:55:54 +0200 (mar, 24 oct 2006) | 2 lines

Add C code ccbvmix

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r202 | ribatema | 2006-10-24 20:55:24 +0200 (mar, 24 oct 2006) | 3 lines

Add distribution functions and random generation for the bivariate
log, alog, nlog, anlog, mix and amix models.

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r201 | ribatema | 2006-10-24 20:54:32 +0200 (mar, 24 oct 2006) | 2 lines

Add function frech2gpd to the Rd file

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r200 | ribatema | 2006-10-24 20:53:20 +0200 (mar, 24 oct 2006) | 3 lines

Spell checking Rd files and format then to be cleaner (examples,
sections...)

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r199 | ribatema | 2006-10-24 20:45:48 +0200 (mar, 24 oct 2006) | 2 lines

Add function frech2gpd

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r198 | ribatema | 2006-10-24 20:45:19 +0200 (mar, 24 oct 2006) | 6 lines

Replace the ``exceedance'' component of a ``uvpot'' object by
``exceed'' to be consistent with ``bvpot'' and ``mcpot'' objects

Moreover, a little mistake for the point-wise confidence
intervals. Fixing it.

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r197 | ribatema | 2006-10-24 20:44:38 +0200 (mar, 24 oct 2006) | 2 lines

No changes

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r196 | ribatema | 2006-10-24 20:44:06 +0200 (mar, 24 oct 2006) | 3 lines

Replace the ``exceedance'' component of a ``uvpot'' object by
``exceed'' to be consistent with ``bvpot'' and ``mcpot'' objects

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r195 | ribatema | 2006-10-23 17:44:33 +0200 (lun, 23 oct 2006) | 2 lines

Change the doc as methods were implemented

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r194 | ribatema | 2006-10-23 17:44:15 +0200 (lun, 23 oct 2006) | 2 lines

Delete function as they were documented

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r193 | ribatema | 2006-10-23 17:43:00 +0200 (lun, 23 oct 2006) | 2 lines

Changes the user's guide as methods were implemented

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r192 | ribatema | 2006-10-23 17:42:07 +0200 (lun, 23 oct 2006) | 3 lines

Convert existing functions for method compatibility
If npy is missing in ``retlev'' then setting it to 1

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r191 | ribatema | 2006-10-23 17:40:56 +0200 (lun, 23 oct 2006) | 2 lines

Add spectral density plot and a method for bivariate return level plot

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r190 | ribatema | 2006-10-23 17:39:40 +0200 (lun, 23 oct 2006) | 6 lines

Add documentation files .Rd
Add method for printing, plotting object of class ``uvpot'', ``bvpot''
and ``mcpot''
Add anova function to compare nested models
Add spectral density plot

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r179 | ribatema | 2006-10-20 20:47:52 +0200 (ven, 20 oct 2006) | 2 lines

Update version number

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r178 | ribatema | 2006-10-20 20:41:07 +0200 (ven, 20 oct 2006) | 2 lines

Renames the fitted object i.e. fitted -->> MLE

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r177 | ribatema | 2006-10-20 20:40:36 +0200 (ven, 20 oct 2006) | 2 lines

replace plotgpd by plot as we implement methods

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r176 | ribatema | 2006-10-20 20:40:17 +0200 (ven, 20 oct 2006) | 2 lines

Graphic title correction

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r175 | ribatema | 2006-10-20 20:39:23 +0200 (ven, 20 oct 2006) | 2 lines

Some modifications related to varying threshold

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r174 | ribatema | 2006-10-19 20:22:12 +0200 (jeu, 19 oct 2006) | 2 lines

add as.integer for compatibility with the .C call

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r173 | ribatema | 2006-10-19 20:21:27 +0200 (jeu, 19 oct 2006) | 6 lines

Fix a bug in ``clust.c''. add condition to break the while loop.
if (idx >= *n){
  idx--;
  break;
}

------------------------------------------------------------------------
r166 | ribatema | 2006-10-18 21:53:03 +0200 (mer, 18 oct 2006) | 2 lines

Modification du fichier pour correspondre avec son code R dans \usage{...}

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r165 | ribatema | 2006-10-18 21:41:00 +0200 (mer, 18 oct 2006) | 2 lines

update ChangeLog

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r164 | ribatema | 2006-10-18 21:39:13 +0200 (mer, 18 oct 2006) | 2 lines

Update this file for the new version

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r163 | ribatema | 2006-10-18 21:34:06 +0200 (mer, 18 oct 2006) | 2 lines

Modification du fichier DESCRIPTION

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r162 | ribatema | 2006-10-18 21:32:43 +0200 (mer, 18 oct 2006) | 2 lines

Modification des fichiers de documentation Rd

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r161 | ribatema | 2006-10-18 21:31:57 +0200 (mer, 18 oct 2006) | 2 lines

Modification du guide de l'utilisateur

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r160 | ribatema | 2006-10-18 21:31:26 +0200 (mer, 18 oct 2006) | 2 lines

Sources C pour l'ajustement censur�� et les copules

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r159 | ribatema | 2006-10-18 21:29:47 +0200 (mer, 18 oct 2006) | 3 lines

Ajout de la doc Rd pour l'estimation de l'indice extremal selon Ferro
and Segers et de la repr��sention graphique pour la classe ``bvpot''

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r158 | ribatema | 2006-10-18 21:27:23 +0200 (mer, 18 oct 2006) | 2 lines

Modification des sources R du �� l'impl��mentation des m��thodes

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r157 | ribatema | 2006-10-18 21:24:50 +0200 (mer, 18 oct 2006) | 2 lines

Modification du fichier d'en-t��te

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r156 | ribatema | 2006-10-18 21:24:17 +0200 (mer, 18 oct 2006) | 2 lines

Fichiers reli��s �� l'ajustement bivari�� d'une GPD

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r155 | ribatema | 2006-10-18 21:22:47 +0200 (mer, 18 oct 2006) | 2 lines

Fichiers reli��s aux cha��nes de Markov

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r142 | ribatema | 2006-10-03 21:04:24 +0200 (mar, 03 oct 2006) | 6 lines

Modifications suite �� une nouvelle approche. On ne calcule la
logvraisemblance que pour les observations (y1, y2) o�� l'une des deux
composantes d��passe le seuil.
Ensuite, au final, on rajoute la ``contribution censur��e'' i.e. pour
les points tels que y1 <= thresh1 et y2 <= thresh2

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r138 | ribatema | 2006-10-02 19:16:59 +0200 (lun, 02 oct 2006) | 2 lines

Delete link for std.errors function

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r137 | ribatema | 2006-10-02 19:14:27 +0200 (lun, 02 oct 2006) | 2 lines

The Rd documentation file for pickdep function

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r136 | ribatema | 2006-10-02 19:12:51 +0200 (lun, 02 oct 2006) | 5 lines

Fix error in the documentation. chi is not an argument but a return
component of the function.

Fix an error in the example section

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r135 | ribatema | 2006-10-02 19:11:46 +0200 (lun, 02 oct 2006) | 2 lines

Change to LF endings line

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r134 | ribatema | 2006-10-02 18:20:39 +0200 (lun, 02 oct 2006) | 2 lines

change \link{\code{ into \code{\link

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r133 | ribatema | 2006-10-02 18:17:39 +0200 (lun, 02 oct 2006) | 2 lines

change \link{\code{ into \code{\link

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r132 | ribatema | 2006-10-02 18:10:46 +0200 (lun, 02 oct 2006) | 2 lines

Add PACKAGE = "POT" because one was omitted

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r131 | ribatema | 2006-10-02 18:10:09 +0200 (lun, 02 oct 2006) | 2 lines

pass ``...'' in logLik.pot function for method consistency

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r130 | ribatema | 2006-10-02 18:09:17 +0200 (lun, 02 oct 2006) | 2 lines

Titles must be in plain text

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r129 | ribatema | 2006-10-02 18:08:45 +0200 (lun, 02 oct 2006) | 2 lines

The Rd documentation file for the fitbvgpd function

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r128 | ribatema | 2006-10-02 18:07:34 +0200 (lun, 02 oct 2006) | 2 lines

Add #include header.h

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r127 | ribatema | 2006-10-02 17:01:07 +0200 (lun, 02 oct 2006) | 2 lines

add PACKAGE = "POT" in .C call.

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r126 | ribatema | 2006-10-02 16:55:40 +0200 (lun, 02 oct 2006) | 2 lines

Delete useless stuffs for the bivariate case. That is, std.err.type.

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r125 | ribatema | 2006-10-02 16:54:17 +0200 (lun, 02 oct 2006) | 2 lines

Rd documentation file for internal functions and methods.

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r124 | ribatema | 2006-10-02 00:40:49 +0200 (lun, 02 oct 2006) | 3 lines

Add ``package = "POT"'' in the .C call.
Replacing back NA values.

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r123 | ribatema | 2006-10-02 00:38:17 +0200 (lun, 02 oct 2006) | 2 lines

Change line type in mrlplot function

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r122 | ribatema | 2006-10-02 00:37:08 +0200 (lun, 02 oct 2006) | 2 lines

Add an header entry for Bivariate POT models

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r121 | ribatema | 2006-10-02 00:36:39 +0200 (lun, 02 oct 2006) | 2 lines

Change the demo

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r120 | ribatema | 2006-10-02 00:35:36 +0200 (lun, 02 oct 2006) | 2 lines

Add bivariate POT model functions

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r92 | ribatema | 2006-08-10 16:54:11 +0200 (jeu, 10 aoû 2006) | 3 lines

Fix an stupid error, forget to change the header file as clust C
function has changed.

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r91 | ribatema | 2006-08-10 16:49:39 +0200 (jeu, 10 aoû 2006) | 8 lines

Change in clust.c. The function clust has changed. A cluster is now
defined by:
  1) ``open'' the cluster: first exceedence over the threshold
  2) ``end'' the current cluster: the first exceedence over the
  threshold which satisfies t_end - t_max > tim.cond, where t_end is
  the occurence time of the latter first exceedence and t_max the time
  occurence of the maximum within the cluster.

------------------------------------------------------------------------
r90 | ribatema | 2006-08-10 16:49:09 +0200 (jeu, 10 aoû 2006) | 10 lines

Change in clust.c. The function clust has changed. A cluster is now
defined by:
  1) ``open'' the cluster: first exceedence over the threshold
  2) ``end'' the current cluster: the first exceedence over the
  threshold which satisfies t_end - t_max > tim.cond, where t_end is
  the occurence time of the latter first exceedence and t_max the time
  occurence of the maximum within the cluster.

A little error: clust --> clust+1

------------------------------------------------------------------------
r89 | ribatema | 2006-08-10 16:47:22 +0200 (jeu, 10 aoû 2006) | 8 lines

Change in clust.c. The function clust has changed. A cluster is now
defined by:
  1) ``open'' the cluster: first exceedence over the threshold
  2) ``end'' the current cluster: the first exceedence over the
  threshold which satisfies t_end - t_max > tim.cond, where t_end is
  the occurence time of the latter first exceedence and t_max the time
  occurence of the maximum within the cluster.

------------------------------------------------------------------------
r87 | ribatema | 2006-08-08 21:29:01 +0200 (mar, 08 aoû 2006) | 3 lines

Delete the link to the ``cluster'' function of package evd as it warns
in package checking.

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r86 | ribatema | 2006-08-08 21:20:49 +0200 (mar, 08 aoû 2006) | 3 lines

Delete the link to the ``cluster'' function of package evd as it warns
in package checking.

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r84 | ribatema | 2006-08-07 22:18:01 +0200 (lun, 07 aoû 2006) | 2 lines

Update to the current stable version of the package

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r83 | ribatema | 2006-08-07 22:11:16 +0200 (lun, 07 aoû 2006) | 2 lines

*** empty log message ***

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r82 | ribatema | 2006-08-07 22:06:22 +0200 (lun, 07 aoû 2006) | 2 lines

Update the version and date of the package

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r81 | ribatema | 2006-08-07 22:05:44 +0200 (lun, 07 aoû 2006) | 2 lines

The user's guide in LaTeX

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r80 | ribatema | 2006-08-07 22:05:33 +0200 (lun, 07 aoû 2006) | 2 lines

The user's guide in pdf

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r79 | ribatema | 2006-08-07 22:04:55 +0200 (lun, 07 aoû 2006) | 2 lines

Move file CHANGES in the inst/ directory

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r78 | ribatema | 2006-08-07 21:48:45 +0200 (lun, 07 aoû 2006) | 2 lines

Fix a stupid bug. Replace data by ts !!! in any(colnames(data) == "obs"...

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r77 | ribatema | 2006-08-07 21:44:17 +0200 (lun, 07 aoû 2006) | 2 lines

``data'' object must have its columns named ``time'' and ``obs''

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r76 | ribatema | 2006-08-07 21:14:03 +0200 (lun, 07 aoû 2006) | 2 lines

``data'' object must have its columns named ``time'' and ``obs''

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r75 | ribatema | 2006-08-07 21:11:04 +0200 (lun, 07 aoû 2006) | 3 lines

Changes the man file as tlim has been changed into u.range in function
tcplot, mrlplot, lmomplot and diplot.

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r74 | ribatema | 2006-08-07 21:10:13 +0200 (lun, 07 aoû 2006) | 2 lines

Some spelling corrections

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r73 | ribatema | 2006-08-07 21:08:22 +0200 (lun, 07 aoû 2006) | 3 lines

Changes the demo as tlim has been changed into u.range in function
tcplot, mrlplot, lmomplot and diplot.

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r72 | ribatema | 2006-08-07 21:07:18 +0200 (lun, 07 aoû 2006) | 2 lines

Change the non parametic estimation of the density in ``dens.gpd'' function

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r71 | ribatema | 2006-08-07 21:05:57 +0200 (lun, 07 aoû 2006) | 3 lines

Add an ``idx'' column in the response of function clust.
Graphic rectangles are now better defined

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r70 | ribatema | 2006-08-07 21:01:26 +0200 (lun, 07 aoû 2006) | 3 lines

Some notation changes: tlim -->> u.range
Add data <- sort(data) in function tcplot

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r69 | ribatema | 2006-08-03 22:25:38 +0200 (jeu, 03 aoû 2006) | 2 lines

Rename ChangeLog to CHANGES as CVS can create a ChangeLog file.

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r68 | ribatema | 2006-08-03 22:21:30 +0200 (jeu, 03 aoû 2006) | 2 lines

The man file for function ts2tsd

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r67 | ribatema | 2006-08-03 22:21:14 +0200 (jeu, 03 aoû 2006) | 2 lines

Add function ts2tsd in package POT

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r66 | ribatema | 2006-08-03 22:20:19 +0200 (jeu, 03 aoû 2006) | 2 lines

The C code for the function ts2tsd

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r65 | ribatema | 2006-08-03 22:19:42 +0200 (jeu, 03 aoû 2006) | 2 lines

Now we use a header file ``header.h''

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r64 | ribatema | 2006-08-03 22:18:12 +0200 (jeu, 03 aoû 2006) | 2 lines

Change the example: pass option type = "l" in plot.

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r63 | ribatema | 2006-08-03 22:17:11 +0200 (jeu, 03 aoû 2006) | 2 lines

Change the data ardiere: add NA for the gap

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r62 | ribatema | 2006-07-31 22:44:19 +0200 (lun, 31 jui 2006) | 2 lines

Updates for examples in the documentation

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r61 | ribatema | 2006-07-31 22:18:24 +0200 (lun, 31 jui 2006) | 2 lines

C code for the clust function

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r60 | ribatema | 2006-07-31 22:16:50 +0200 (lun, 31 jui 2006) | 3 lines

Some changes for compatibility for the new dataset ardieres. And
changes for the clust function.

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r59 | ribatema | 2006-07-31 21:49:40 +0200 (lun, 31 jui 2006) | 3 lines

Correct a bug in the demo file as the the data ``ardieres'' has
changed.

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r58 | ribatema | 2006-07-31 21:44:27 +0200 (lun, 31 jui 2006) | 2 lines

Correct a bug in the documentation file clust.Rd

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r57 | ribatema | 2006-07-31 21:43:53 +0200 (lun, 31 jui 2006) | 2 lines

Documentation of the exiplot function

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r56 | ribatema | 2006-07-31 21:43:06 +0200 (lun, 31 jui 2006) | 3 lines

New function ``clust'' to indentify clusters of extreme values. Thus,
the demo of the package has also changed.

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r55 | ribatema | 2006-07-31 21:11:32 +0200 (lun, 31 jui 2006) | 3 lines

New function ``clust'' to indentify clusters of extreme values. Thus,
the demo of the package has also changed.

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r51 | ribatema | 2006-07-18 22:01:33 +0200 (mar, 18 jui 2006) | 2 lines

Ajout de la fonction clsutts dans le package POT

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r50 | ribatema | 2006-07-18 22:00:24 +0200 (mar, 18 jui 2006) | 4 lines

la donn��e ``ardi��res'' correspond maintenant �� la chronique toute
enti��re.
Ainsi, on peut faire une application de la nouvelle fonction ``clustts''

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r49 | ribatema | 2006-06-27 16:26:21 +0200 (mar, 27 jun 2006) | 2 lines

Correction d'un bug dans ``gpdmle'' : on remplace corr par corr.mat

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r46 | ribatema | 2006-06-20 15:31:53 +0200 (mar, 20 jun 2006) | 2 lines

suppression de POTBeta.dll dans la gestion de projet

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r45 | ribatema | 2006-06-20 15:31:29 +0200 (mar, 20 jun 2006) | 2 lines

Suppression de gpd.obre.R dans le projet

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r43 | ribatema | 2006-06-20 15:18:48 +0200 (mar, 20 jun 2006) | 2 lines

add ``fix a bug in gpdmle ...''

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r41 | ribatema | 2006-06-19 16:09:04 +0200 (lun, 19 jun 2006) | 2 lines

Fix a bug in gpdmle: error while passing to obs.fish <- FALSE

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r33 | ribatema | 2006-06-12 17:35:00 +0200 (lun, 12 jun 2006) | 2 lines

Add medians estimator

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r32 | ribatema | 2006-06-12 17:33:41 +0200 (lun, 12 jun 2006) | 2 lines

POTBeta -> POT

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r31 | ribatema | 2006-06-12 17:31:19 +0200 (lun, 12 jun 2006) | 2 lines

Update doc for method = 'med'

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r30 | ribatema | 2006-06-12 17:27:39 +0200 (lun, 12 jun 2006) | 2 lines

Num��ro de version

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r29 | ribatema | 2006-06-12 17:26:49 +0200 (lun, 12 jun 2006) | 2 lines

*** empty log message ***

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r28 | ribatema | 2006-06-12 17:25:12 +0200 (lun, 12 jun 2006) | 2 lines

POTBeta -> POT

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r27 | ribatema | 2006-06-12 17:20:47 +0200 (lun, 12 jun 2006) | 2 lines

Update doc for gpd.pfrl: replace ``retper'' and ``mu'' by ``prob''

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r12 | ribatema | 2006-06-07 19:25:17 +0200 (mer, 07 jun 2006) | 2 lines

Updating reference in fitGPD.Rd

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r11 | ribatema | 2006-06-07 19:02:44 +0200 (mer, 07 jun 2006) | 2 lines

Update fitGPD.Rd for method 'med', changing also example.

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r10 | ribatema | 2006-06-07 19:01:14 +0200 (mer, 07 jun 2006) | 2 lines

Fix an error for hybrid estimate of method ``pwmb''.

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r9 | ribatema | 2006-06-07 18:12:23 +0200 (mer, 07 jun 2006) | 2 lines

*** empty log message ***

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r8 | ribatema | 2006-06-07 17:10:17 +0200 (mer, 07 jun 2006) | 3 lines

In ``gpdmed'' fix an stupid error: object ``x'' was not defined as an
argument of the fucntion !!!

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r7 | ribatema | 2006-06-06 21:58:52 +0200 (mar, 06 jun 2006) | 7 lines

1) Cr��ation fonction ``score.gpd'' qui calcule le score pour la GPD

2) Cr��ation fonction ``fish.gpd'' qui calcule l'information de Fisher
   pour la GPD

3) fonction ``gpdobre'' arr��t��e jusqu'au point iter.obre de Juarez

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r2 | ribatema | 2006-06-06 18:15:59 +0200 (mar, 06 jun 2006) | 2 lines

Initial revision

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