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All notable changes to this project will be documented in this
file.
[RtsEva 1.2.0] - 2026-09-22
Changed
- ‘tsGetPOT’ now selects the optimal POT threshold using a continuous
penalty on the deviance (based on the deficit from ‘minEventsPerYear’)
together with a shape-parameter boundary/normalized-distance fallback
score, replacing the previous AIC + skip/penalty scheme. It now fits the
GPD with ‘L-BFGS-B’ constrained by ‘shape_bnd’ (std.err.type =
“observed”) and returns the full fit object in ‘pars’.
- ‘tsGetPOT’ uses a finer grid of candidate percentiles above the 95th
percentile and cleans NA/Inf values before peak detection.
- ‘shape_bnd’ is now a user-facing argument of ‘tsGetPOT’,
‘tsEvaSampleData’ and ‘TsEvaNs’. In ‘TsEvaNs’ it defaults automatically
to c(-0.5, 1) for the high tail and c(-1, 0) for the low tail when left
as NA.
- ‘tsEVstatistics’ now reuses the GPD fit computed during POT
threshold selection (stored in ‘pointData\(POT\)pars’) instead of re-fitting the
GPD.
- ‘TsEvaNs’ gained additional robustness in the ‘trendPeaks’ case when
the automatic trend threshold cannot be estimated, and guards the
low-flow transformation against a NULL ‘trans’.
- ‘tsEvaFindTrendThreshold’ keeps the stability, negative-flow and
percentile vectors aligned and guards the breaking-point detection
against short series.
- ‘tsEvaNanRunningMean’ was reimplemented with cumulative sums for a
large speed-up on long time series; results are unchanged. Package
byte-compilation was enabled (‘ByteCompile: true’).
Fixed
- ‘tsEvaNanRunningVariance’ returned a slightly incorrect running
variance: in the previous incremental implementation the count of valid
points could drift out of sync with the summed squared values (the
removal used index ‘minindx - 1’ while the addition used ‘maxindx + 1’).
It has been reimplemented with cumulative sums to compute the correct
centered-window mean of squares. The correction to the variance is
small: on the bundled ArdecheStMartin series, the relative change is of
the order of 1-2% (median ~1.7% at a one-year window), so fitted GEV/GPD
standard-deviation-dependent parameters shift only slightly.
- ‘tsEvaNanRunningStatistics’ contained more serious errors: the same
valid-point count desynchronisation and, in addition, each incoming
value was centered by the running mean at an incorrect index. This
produced third and fourth running moments that were substantially wrong
(median relative errors of several hundred percent on the bundled
ArdecheStMartin series). It has been reimplemented with cumulative sums
to compute the correct centered-window moments (validated to machine
precision against a direct definition). Diagnostic quantities derived
from these moments therefore change from previously incorrect values to
correct ones.
- As a consequence of the running-variance fix,
‘tsEvaTransformSeriesToStatSeasonal_ciPercentile’ no longer returns an
all-NA ‘trendSeries’ on short series. Previously the incorrect running
variance could yield negative values whose square root produced NaNs
that propagated through the seasonal standard-deviation estimation; this
is now resolved.
[RtsEva 1.1.0] - 2025-06-09
Added
- ‘tsEvaTransformSeriesToStationaryMMXTrend()’ added. It computes the
trend of monthly maxima and adds to the suite of trend computation
functions.
Changed
- New rules for the selection of the optimal GPD fit in ‘tsGetPOT’.
The fit is now constrained based on the shape parameter value (need to
be between two bounds) and the AIC.
- TrendTH can be specified outside the ‘TsEvaNs’ function
- Shape bounds updated in ‘TsEvaNs’
- Updated handling of trendPeaks cases in ‘TsEvaNs’: increase
robustness with iterative approach in cases where the trend is
completely stable.
- ‘check_timeseries’ now accepts timeseries where a maximum of two
years are missing
Fixed
- Correction of a mistake in the output writing of
‘tsEvaComputeReturnLevelsGEV’. The output matrix was not initiated
properly. The new matrix is a transposition the old one.
[1.0.0] - 2024-06-24
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.