If the argument k = 0
is supplied to
kgaps()
then an estimate of 1 is returned for the extremal
index for any input data. For this very special case the estimated
standard error associated with this estimate is set to zero and
confidence intervals have a width of zero.
Corrected a typing error in the description of uprob
in the documentation for plot.choose_uk()
and
plot.choose_ud()
.
The unnecessary C++11 specification has been dropped to avoid a CRAN Package Check NOTE.
README.md: Used app.codecov.io as base for codecov link.
Create the help file for the package correctly, with alias exdex-package.
The value returned by nobs.kgaps()
was incorrect in
cases where there are censored K-gaps that are equal to zero. These
K-gaps should not contribute to the number of observations. This has
been corrected.
In cases where the data used in kgaps
are split into
separate sequences, the threshold exceedance probability is estimated
using all the data rather than locally within each sequence.
A logLik
method for objects inheriting from class
"kgaps"
has been added.
In the (unexported, internal) function
kgaps_conf_int()
the limits of the confidence intervals for
the extremal index based on the K-gaps model are constrained manually to
(0, 1) to avoid problems in calculating likelihood-based confidence
intervals in cases where the the log-likelihood is greater than the
interval cutoff when theta = 1.
In the documentation of the argument k
to
kgaps()
it is noted that in practice k
should
be no smaller than 1.
The function kgaps()
also return standard errors
based on the expected information.
In the package manual related functions have been arranged in sections for easier reading.
Activated 3rd edition of the testthat
package
kgaps()
, kgaps_imt()
and
choose_uk()
can now accept a data
argument
that
NA
s.cheeseboro
is included, which is a matrix
containing some missing values.kgaps()
, the functions
kgaps_imt()
and choose_uk()
now have an extra
argument inc_cens
, which allows contributions from censored
K-gaps to be included in the log-likelihood for the extremal index.inc_cens
in kgaps()
(and in kgaps_imt()
and choose_uk()
) is now
inc_cens = TRUE
."confint_gaps"
returned from
confint.kgaps()
.confint.spm()
and confint.kgaps()
the
input confidence level
is included in the output
object.