Newprof

.Rbuildignore

@@ -1,6 +1,8 @@
 TODO*
+^INSTALL*
 ^.*\.Rproj$
 ^\.Rproj\.user$
 ^README.Rmd
 ^README.md
 ^\.github$
+^vignettes/jss.bst

.github/workflows/build.yml

@@ -1,48 +1,51 @@
-name: R-CMD-INSTALL
-
-on:
-  push:
-  pull_request:
-
-jobs:
-  release:
-    strategy:
-      fail-fast: false
-      matrix:
-        os: [ ubuntu-latest, windows-latest, macOS-latest ]
-        R: [ '4.3' ]
-
-    runs-on: ${{ matrix.os }}
-
-    steps:
-      - uses: actions/checkout@v2
-        with:
-          submodules: recursive
-
-      - uses: r-lib/actions/setup-r@v2
-        with:
-          r-version: ${{ matrix.R }}
-          rtools-version: '43'
-
-      - uses: r-lib/actions/setup-r-dependencies@v2
-
-      - run: |
-          cd ..; R CMD INSTALL --build NSGEV 
-          mkdir NSGEV/R-${{ matrix.R }}
-          mv NSGEV_*.* NSGEV/R-${{ matrix.R }}/.
-        shell: bash
-        name: R CMD INSTALL
-
-      - uses: actions/upload-artifact@v2
-        with:
-          path: ./R-*
-
-      - uses: softprops/action-gh-release@v1
-        if: startsWith(github.ref, 'refs/tags/')
-        with:
-          files: |
-            ./R-*/*.tar.gz
-            ./R-*/*.tgz
-            ./R-*/*.zip
-        env:
-          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+name: R-CMD-INSTALL
+
+on:
+  push:
+    branches: [main, master]
+  pull_request:
+    branches: [main, master]
+
+jobs:
+  release:
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ ubuntu-latest, windows-latest, macOS-latest ]
+        R: [ '4.4' ]
+
+    runs-on: ${{ matrix.os }}
+
+    steps:
+      - uses: actions/checkout@v2
+        with:
+          submodules: recursive
+
+      - uses: r-lib/actions/setup-r@v2
+        with:
+          r-version: ${{ matrix.R }}
+          rtools-version: '44'
+
+      - uses: r-lib/actions/setup-r-dependencies@v2
+
+      - run: |
+          cd ..; R CMD INSTALL --build NSGEV 
+          mkdir NSGEV/R-${{ matrix.R }}
+          mv NSGEV_*.* NSGEV/R-${{ matrix.R }}/.
+        shell: bash
+        name: R CMD INSTALL
+
+      - uses: actions/upload-artifact@v4
+        with:
+          name: artifact-${{ matrix.os }}
+          path: ./R-*
+
+      - uses: softprops/action-gh-release@v1
+        if: startsWith(github.ref, 'refs/tags/')
+        with:
+          files: |
+            ./R-*/*.tar.gz
+            ./R-*/*.tgz
+            ./R-*/*.zip
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}

.github/workflows/check.yml

@@ -0,0 +1,53 @@
+&# This workflow uses actions that are not certified by GitHub.
+# They are provided by a third-party and are governed by
+# separate terms of service, privacy policy, and support
+# documentation.
+#
+# See https://github.com/r-lib/actions/tree/master/examples#readme for
+# additional example workflows available for the R community.
+
+name: r-cmd-check
+
+on:
+  push:
+    branches: [ "main" ]
+  pull_request:
+    branches: [ "main" ]
+
+permissions:
+  contents: read
+
+jobs:
+  r-cmd-check:
+    runs-on: ${{ matrix.config.os }}
+
+    strategy:
+      fail-fast: false
+      matrix:
+        config:
+          - {os: macOS-latest, r: 'release'}
+          - {os: windows-latest, r: 'release'}
+          - {os: ubuntu-latest, r: 'release'}
+
+    steps:
+      - uses: actions/checkout@v3
+
+      - name: Install system dependencies
+        if: runner.os == 'Linux'
+        run: |
+          sudo apt-get install libcurl4-openssl-dev
+
+      - name: Set up R ${{ matrix.config.r }}
+        uses: r-lib/actions/setup-r@v2
+        with:
+          r-version: ${{ matrix.config.r }}
+
+      - name: Install dependencies
+        run: |
+          install.packages(pkgs = c("remotes", "rcmdcheck"), dependencies = TRUE, type = ifelse(.Platform$OS.type == "windows", "binary", getOption("pkgType")))
+          remotes::install_deps(dependencies = TRUE)
+        shell: Rscript {0}
+
+      - name: Check 
+        run: rcmdcheck::rcmdcheck(args = c("--no-manual", "--ignore-vignettes"), build_args = c("--no-build-vignettes"), error_on = "warning", check_dir = "check")
+        shell: Rscript {0}

ChangeLog

@@ -1,3 +1,6 @@
+
+THIS FILE IS NO LONGER UPDATED. See instead the  'NEWs.md' file.
+
 2022-05-27 yves  <[email protected]>
 
 	* A Taylor expansion is now used for the probability functions and

DESCRIPTION

@@ -1,9 +1,8 @@
 Package: NSGEV
 Type: Package
 Title: Non-Stationary GEV Time Series
-Version: 0.1.8
-Date: 2023-05-11
-Author: Yves Deville <[email protected]>
+Version: 0.2.0
+Date: 2024-12-02
 Authors@R:
     c(person(given = "Yves",
              family = "Deville",
@@ -14,11 +13,11 @@ Maintainer: Yves Deville <[email protected]>
 Description: Utility functions for Non-Stationary time series with GEV margins.
 License: GPL-3
 LazyData: yes
-Imports: methods, splines, numDeriv, nloptr, data.table, reshape2, tidyr, forecast, scales, grDevices
+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
+Suggests: parallel, doParallel, foreach, testthat, rmarkdown, knitr, png, deSolve
 Encoding: UTF-8
 URL: https://github.com/IRSN/NSGEV/
 BugReports: https://github.com/IRSN/NSGEV/issues/
-RoxygenNote: 7.2.3
+RoxygenNote: 7.3.2
 VignetteBuilder: knitr

NAMESPACE

@@ -41,8 +41,10 @@ S3method(predict,TVGEV)
 S3method(print,NSGEV)
 S3method(print,TVGEV)
 S3method(print,bts)
+S3method(print,profLik.TVGEV)
 S3method(print,summary.NSGEV)
 S3method(print,summary.TVGEV)
+S3method(print,summary.profLik.TVGEV)
 S3method(profLik,TVGEV)
 S3method(psi2theta,NSGEV)
 S3method(psi2theta,TVGEV)
@@ -55,10 +57,11 @@ S3method(simulate,NSGEV)
 S3method(simulate,TVGEV)
 S3method(summary,NSGEV)
 S3method(summary,TVGEV)
+S3method(summary,profLik.TVGEV)
 S3method(vcov,TVGEV)
 S3method(window,bts)
-export(.qMax.TVGEV)
-export(.qMin.TVGEV)
+export(.qMaxL.TVGEV)
+export(.qMaxU.TVGEV)
 export(NSGEV)
 export(RL)
 export(TVGEV)
@@ -74,21 +77,26 @@ export(check_confint)
 export(check_predict)
 export(check_predictUncond)
 export(d2negLogLikFun)
+export(dMax.TVGEV)
 export(distLines)
 export(modelMatrices)
 export(moment)
 export(natSplineX)
 export(opacity)
+export(pMax.TVGEV)
 export(parNames)
 export(polynomX)
 export(predictUncond)
 export(profLik)
 export(psi2theta)
+export(qMax.TVGEV)
 export(quantMax)
 export(quantMaxFun)
+export(quantMaxPLODE)
 export(rNames)
 export(rho2psi)
 export(selectDate)
+export(testNumDeriv)
 export(transFormula)
 import("extRemes", except = c("qqplot", "qqnorm"))
 import(ggplot2)
@@ -146,3 +154,4 @@ importFrom(stats,vcov)
 importFrom(stats,weighted.mean)
 importFrom(stats,window)
 importFrom(utils,getS3method)
+importFrom(utils,packageVersion)

NEWS.md

@@ -1,14 +1,62 @@
 
 **NSGEV** Package News
-===========================
+======================
 
-# New in version 0.1.9 (pending)
+# New in version 0.2.0 (pending)
 
 ## Enhancements
 
+- Experimental implementation of the ODE method for the determination
+  of the profile likelihood confidence intervals on the quantile of
+  the maximum. See the help of the `quanMax.TVGEV` method, and 
+  the function `quantMaxPLODE`.
+
+- Edits in the vignette *Introduction to NSGEV*. Typos and
+  clarification for the generalised residuals, thanks to Jesper Rydén
+  (Uppsala University).  New references related to the generalised
+  residuals. The section on the quantile of the maximum a.k.a. *design
+  life level* now includes an example with profile likelihood
+  intervals, at the price of an increased computation time.
+
+## Changes
+
+- In the `resid` method for the class `"TVGEV"` the generalised
+  residuals now use the standard Gumbel target distribution rather
+  than a standard exponential.
+
+
+# New in version 0.1.9
+
+## Enhancements
+
+- The `quantMax` method for the class `"TVGEV"` now computes the
+  profile-likelihood intervals on the quantile of the maximum on an
+  arbitrary "design-life" period. The computation is quite long for
+  now hence is illustrated in a `dontrun` part of the examples for
+  `quanMax.TVGEV` method.
+
 - The `TVGEV` function did not work when some (non temporal)
-  covariates add missing values. 
+  covariates had missing values. 
 
+- The functions `qMax.TVGEV` and `pMax.TVGEV` now compute the gradient
+  and the Hessian w.r.t. the parameters, opening the road to profile
+  likelihood inference on the quantile of the maximum. The wew
+  function `dMax.TVGEV` computes the gradient w.r.t. the parameters.
+
+- New tests dedicated to the `qMax.TVEV`, `pMax.TVEV` and `dMax.TVGEV`
+  functions.
+
+- Fixes in the documentation.
+
+- New long-form documentation *NSGEV: Computing Details*, mainly
+  dedicated to the the computation of the profile likelihood
+  intervals. This is a Rweave document `.Rnw` hence will not appear on
+  the `pkgdown` site. It could be removed from the vignettes if this
+  generates installation problems for some users.
+
+- The bibliography file for the vignettes `NSGEV.bib` has been cleaned
+  and provides DOIs when these are available.
+
 ## Bug fixes
 
 - In `quantMax.TVGEV` the check on `prob` was misleading.