mev version 2.1

mev 2.1

New:

• Function thselect.egp for threshold selection with tests similar to Northop and Coleman routine.
• Function thselect.cbm for threshold selection with semiparametric bootstrap mean square error estimation of shape parameter.

Changes:

• thselect.vmetric argument ci has been renamed to level (backward compatible).
• Arguments method for tstab.egp and tstab.gp now has "lrt" instead of "profile" (choice backward compatible).
• thselect.sdinfo gains an argument k to select the number of gaps, and returns a threshold thresh0 and k as part of the object output. The print method has been modified to reflect this.

Fixes:

• Function pegp did not work, and did not correctly handle lower.tail argument.
• Functions degp and regp correctly handle the case shape=0 for models pt-beta and pt-gamma.
• thselect.mdps now return shape parameter (rather than reciprocal shape), consistent with other semiparametric methods
• thselect.pickands now correctly handles user-provided threshold vectors.
• Warnings are not produced when fit.egp fails to obtain standard errors.
• 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).
• thselect.ncpgp now passes ordered thresholds to inner function to avoid warning messages.
• Function shape.hill now provides more informative error messages when passing vectors of invalid number of exceedances k.