Version 1.0-7: - Update my address e.g. move to EPFL - Add the point process fitting procedure Version 1.0-6: - Improve the package homepage - Fix a bug in the pickdep function Version 1.0-5: - 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 Version 1.0-4: - Fix encodings with newer R version - Link to the url at R-Forge in the Description file - Add lots of new estimators for the univariate GPD - Fix typo and update R vignette - Convert R object to double before calling C code as it may fail Version 1.0-3: - Fix a huge gap within the diplot function. Thanks to Kallen, Maarten-Jan. Version 1.0-2: - Add non conditional modeling - Add tsdep.plot function - Fix a bug in gpd.firl function - Improve several functions Version 1.0-1: - Add tools to assess for asymptotic (in)dependence Version 1.0-0: - The fitting codes for Markov chain model is considered stable - Add lots of tools for these Markov chain models Version 0.0-9: - Change printing methods - clust.R: the extremal index estimate was buggy !!! - plot methods always returns invisibly the return level function - Write a package vignette Version 0.0-8: - Add a function ``fitbvgpd'' to fit bivariate POT - Add a function ``fitmcgpd'' to fit all exceedances with a first order Markov chain - Implement methods for classes ``uvpot'', ``bvpot'' and ``mcpot'' - Update user's guide - Add a function ``simmc'' to simulate first order Markov chains with a fixed extreme value dependence. - Add a function for bivariate return level plot - Add a the Ferro and Seger's estimator for the extremal index Version 0.0-7: - Add a function ``clust'' for identify clusters of extreme - Add a function ``ts2tsd'' for a mobile average window in a time serie - Add a user's guide - Some minor changes in functions mrlplot, lmomplot, diplot, tcplot Version 0.0-6: - Fix a bug in ``gpdmle'' while passing to option obs.fish = FALSE - Add Medians estimator to fitgpd. - Add Pickands' estimators to fitgpd. - Add (M)inimum (D)ensity (P)ower (D)ivergence estimator to fitgpd. - Add details to ``rp2prob'' and ``prob2rp'' functions. - Changing graphic display in ``plotgpd'' - Add warnings for profile confidence interval with varying threshold. - Passing automatically to ``expected'' information of fisher if the expected information matrix of Fisher is singular in function ``gpdmle''. Version 0.0-5: - Add functions ``rp2prob'' and ``prob2rp''. - Allow varying threshold in ``fitgpd'' with method = 'mle' - Return level confidence interval are now defined with probability of non exceedance instead of return periods. Version 0.0-4: - Compute Expected Matrix Information of Fisher in gpdmle. Version 0.0-3: - Fix a message bug in gpdpwmb. Version 0.0-2: - Modifying documentation of function mrlplot. - Fix a wrong title and y-label axis in function diplot. - Add references in documentation files.