Forum: POT_1.0-5 on CRAN

Posted by: Mathieu Ribatet
Date: 2007-11-04 12:40
Summary: POT_1.0-5 on CRAN
Project: Modelling Peaks Over Threshold

Development Status : 5 - Production/Stable
Environment : Win32 (MS Windows) : X11 Applications
Intended Audience : Developers : End Users/Desktop
License : GNU General Public License (GPL)
Natural Language : English : French
Operating System : MacOS : Microsoft : Linux
Programming Language : C/C++ : Fortran : R
Topic : Value at Risk : Other/Nonlisted Topic

Content:

Release 1.0-5 of the POT package is now on CRAN.

Here's some of the changes:

- Add a ``convassess'' function to assess for convergence of the fitted uvpot and bvpot objects.
- Some minor changes for uvpot fitting process to increase robustness
- Density plot can return histogram in addition.
- Add a confint function to provide a generic access for (profile) confidence interval computing

Latest News

POT version 1.0-6 on CRAN

Mathieu Ribatet - 2007-12-08 19:29 -

POT_1.0-5 on CRAN

Mathieu Ribatet - 2007-11-04 12:40 -

The POT package is now available

Mathieu Ribatet - 2007-10-14 14:54 -

...

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