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Commit8030eb3

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Add informative messages to shape.hill
1 parent4e7eeba commit8030eb3

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4 files changed

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‎DESCRIPTION‎

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Package: mev
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Type: Package
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Title: Modelling of Extreme Values
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Version: 2.0.0002
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Version: 2.0.0003
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Authors@R: c(
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person(given="Leo", family="Belzile", role = c("aut", "cre"), email = "belzilel@gmail.com", comment = c(ORCID = "0000-0002-9135-014X")),
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person(given="Jennifer L.", family="Wadsworth", role=c("aut")),

‎NEWS.md‎

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- Warnings are not produced when`fit.egp` fails to obtain standard errors.
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- The`print` method for`thselect.egp` is more explicit about the lack of threshold returned if the hypothesis is rejected at the highest threshold considered (which returns`NA`).
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-`thselect.ncpgp` now passes ordered thresholds to inner function to avoid warning messages.
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- Function`shape.hill` now provides more informative error messages when passing vectors of invalid number of exceedances`k`.
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2022

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#mev 2.0 (Release date 2025-10-22)
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‎R/tailindex.R‎

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@@ -115,12 +115,22 @@ PickandsXU <- function(xdat, m) {
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shape.hill<-function(xdat,k) {
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logdata<- log(xdat[xdat>0& is.finite(xdat)])
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logdata<- sort(logdata,decreasing=TRUE)
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n<- length(logdata)
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stopifnot(n>10)
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if (missing(k)) {
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k<- seq(10, length(logdata)-1)
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k<-10:(n-1)
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}else {
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k<- as.integer(sort(k))
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if (k[length(k)]>=n) {
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k<-k[k<n]
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}
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if (length(k)==0|k[1]<1) {
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stop(
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"Invalid value for\"k\": must be a vector of integers between 1 and length(xdat)-1."
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)
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}
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}
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n<- length(logdata)
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k<- as.integer(sort(k))
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k<-k[k<n]
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kmin<-k[1]
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kmax<- min(k[length(k)],n-1)
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n<- min(kmax+1,n)
@@ -326,6 +336,11 @@ plot.mev_shape_rbm <- function(x, type = c("shape", "risk"), log = TRUE, ...) {
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#' @inheritParams shape.rbm
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#' @param kmax maximum number of exceedances to consider.
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#' @return a list with elements
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#' \itemize{
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#' \item{\code{k0}:} the number of exceedances at the selected threshold
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#' \item{\code{thresh0}:} the selected threshold, or accordingly the (\eqn{k_0+1})th order statistic
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#' \item{\code{shape}:} the RBM shape estimate
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#' }
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#' @export
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thselect.rbm<-function(xdat,kmax= length(xdat)) {
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xdat<- sort(xdat,decreasing=TRUE)

‎man/thselect.rbm.Rd‎

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