High-Performance Open-Source Archive
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].
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