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Merged
yvesdeville merged 9 commits into from
Jan 1, 2026
Merged

Influence #3

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742b4a0
influence method
yvesdeville Jan 28, 2025
0344a68
TS covariables
yvesdeville Jun 9, 2025
6c09df7
TS covariables
yvesdeville Jun 9, 2025
dbb8dec
TS covariables
yvesdeville Jun 9, 2025
9e1bcf9
NSGEVTS vignette
yvesdeville Aug 19, 2025
2595a44
residuals
yvesdeville Aug 20, 2025
b3ca247
trace optim
yvesdeville Aug 20, 2025
f10a1c5
warn about variables in design
yvesdeville Aug 28, 2025
cee7ece
.Rbuilignore
yvesdeville Aug 28, 2025
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5 changes: 4 additions & 1 deletion .Rbuildignore
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Expand Up @@ -6,4 +6,7 @@ TODO*
^README.md
^README_files$
^\.github$
^vignettes/jss.bst
^vignettes/jss.bst
^vignettes/NSGEVCompDet.Rnw
^vignettes/NSGEVCompDet.R
^vignettes/NSGEVCompDet.pdf
5 changes: 2 additions & 3 deletions DESCRIPTION
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Expand Up @@ -2,20 +2,19 @@ Package: NSGEV
Type: Package
Title: Non-Stationary GEV Time Series
Version: 0.2.0
Date: 2024-12-02
Date: 2025-08-20
Authors@R:
c(person(given = "Yves",
family = "Deville",
role = c("cre", "aut"),
email = "deville.yves@alpestat.com",
comment = c(ORCID = "0000-0002-1233-488X")))
Maintainer: Yves Deville <deville.yves@alpestat.com>
Description: Utility functions for Non-Stationary time series with GEV margins.
License: GPL-3
LazyData: yes
Imports: utils, methods, splines, numDeriv, nloptr, data.table, reshape2, tidyr, forecast, scales, grDevices
Depends: ismev, extRemes, nieve, ggplot2
Suggests: parallel, doParallel, foreach, testthat, rmarkdown, knitr, png, deSolve
Suggests: parallel, doParallel, foreach, testthat, rmarkdown, knitr, png, deSolve, htmltools, plotly
Encoding: UTF-8
URL: https://github.com/IRSN/NSGEV/
BugReports: https://github.com/IRSN/NSGEV/issues/
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11 changes: 11 additions & 0 deletions NAMESPACE
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Expand Up @@ -13,6 +13,7 @@ S3method(autolayer,quantMax.TVGEV)
S3method(autoplot,TVGEV)
S3method(autoplot,bfts)
S3method(autoplot,bts)
S3method(autoplot,influence.TVGEV)
S3method(autoplot,predict.TVGEV)
S3method(autoplot,quantMax.TVGEV)
S3method(autoplot,resid.TVGEV)
Expand All @@ -24,6 +25,7 @@ S3method(coef,TVGEV)
S3method(confint,TVGEV)
S3method(density,NSGEV)
S3method(density,TVGEV)
S3method(influence,TVGEV)
S3method(lines,bts)
S3method(logLik,TVGEV)
S3method(mean,TVGEV)
Expand All @@ -34,13 +36,15 @@ S3method(plot,NSGEV)
S3method(plot,TVGEV)
S3method(plot,bfts)
S3method(plot,bts)
S3method(plot,influence.TVGEV)
S3method(plot,predict.TVGEV)
S3method(plot,resid.TVGEV)
S3method(predict,NSGEV)
S3method(predict,TVGEV)
S3method(print,NSGEV)
S3method(print,TVGEV)
S3method(print,bts)
S3method(print,influence.TVGEV)
S3method(print,profLik.TVGEV)
S3method(print,summary.NSGEV)
S3method(print,summary.TVGEV)
Expand Down Expand Up @@ -99,20 +103,26 @@ export(selectDate)
export(testNumDeriv)
export(transFormula)
import("extRemes", except = c("qqplot", "qqnorm"))
import(data.table)
import(ggplot2)
import(ismev)
import(nloptr)
import(numDeriv)
import(splines)
importFrom(forecast,autolayer)
importFrom(forecast,autoplot)
importFrom(grDevices,adjustcolor)
importFrom(grDevices,col2rgb)
importFrom(grDevices,palette)
importFrom(graphics,abline)
importFrom(graphics,grid)
importFrom(graphics,legend)
importFrom(graphics,lines)
importFrom(graphics,matlines)
importFrom(graphics,matplot)
importFrom(graphics,mtext)
importFrom(graphics,par)
importFrom(graphics,rug)
importFrom(graphics,text)
importFrom(methods,is)
importFrom(nieve,dGEV)
Expand All @@ -130,6 +140,7 @@ importFrom(stats,confint)
importFrom(stats,density)
importFrom(stats,deriv)
importFrom(stats,df)
importFrom(stats,influence)
importFrom(stats,lm)
importFrom(stats,logLik)
importFrom(stats,model.frame)
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37 changes: 37 additions & 0 deletions NEWS.md
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Expand Up @@ -2,6 +2,43 @@
**NSGEV** Package News
======================

# New in version 0.2.0 (branch `influence`)

## Enhancements

- Experimental changes on `TVGEV` to allow the use of Time Series
covariates along with functions of time. CAUTION This may have
created bugs!!!

- New vignette *Timeseries Covariates with NSGEV*. DRAFT version.

- A warning is cast when the `design` argument of `TVGEV` is a call
using variables not in `names(data)`. These variables may or may not
be found in the parent environment.

## Bug fixes

- The generalised residuals computed with `"gumbel"` were actually
following the *reversed* Gumbel, not the Gumbel. New (experimental)
choice `"gev4"` for the target distribution.

- When `TVGEV` was used with `optim = "nloptr"`, the choice `parTrack
= TRUE` did not work as expected.

## Changes

- The (non-exported) `MLE.TVGEV` function now has a `trace` argument
which is set to the value of `trace` argument of `TVGEV`. When
`estim = "nloptr"` and a value `> 2` is given the values of the
parameter and of the objective are traced.

- The Hessian of the negalive log-likelihood is now exact and no longer
computed with `optimHessian`.

- The `.Rnw` vignettes, such as the technical vignette `CompDet.Rnw`
should no longer be built. Only the pdf will be shipped with the
package tarball.

# New in version 0.2.0

## Enhancements
Expand Down
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