Changes in version 1.2.4 (2026-01-11) Bug fixes and minor improvements - Implements the patch described in Rcpp Issue #1406 to avoid masking of Rf_error(). Changes in version 1.2.3 (2023-12-02) Bug fixes and minor improvements - The issue described at https://github.com/RcppCore/Rcpp/issues/1287 has been fixed to avoid WARNINGs from CRAN checks on some platforms. Thank you to Dirk Eddelbuettel for providing the fix so quickly! - Fixed issues with the incorrect use of \itemize in some Rd files. Changes in version 1.2.2 (2023-09-10) Bug fixes and minor improvements - If the argument k = 0 is supplied to kgaps() then an estimate of 1 is returned for the extremal index for any input data. For this very special case the estimated standard error associated with this estimate is set to zero and confidence intervals have a width of zero. - Corrected a typing error in the description of uprob in the documentation for plot.choose_uk() and plot.choose_ud(). - The unnecessary C++11 specification has been dropped to avoid a CRAN Package Check NOTE. - README.md: Used app.codecov.io as base for codecov link. - Create the help file for the package correctly, with alias exdex-package. Changes in version 1.2.1 (2022-04-16) New features - A new estimator has been implemented, based on what we will call the D-gaps model of Holesovsky, J. and Fusek, M. Estimation of the extremal index using censored distributions. Extremes 23, 197–213 (2020). doi: 10.1007/s10687-020-00374-3 Bug fixes and minor improvements - The value returned by nobs.kgaps() was incorrect in cases where there are censored K-gaps that are equal to zero. These K-gaps should not contribute to the number of observations. This has been corrected. - In cases where the data used in kgaps are split into separate sequences, the threshold exceedance probability is estimated using all the data rather than locally within each sequence. - A logLik method for objects inheriting from class "kgaps" has been added. - In the (unexported, internal) function kgaps_conf_int() the limits of the confidence intervals for the extremal index based on the K-gaps model are constrained manually to (0, 1) to avoid problems in calculating likelihood-based confidence intervals in cases where the the log-likelihood is greater than the interval cutoff when theta = 1. - In the documentation of the argument k to kgaps() it is noted that in practice k should be no smaller than 1. - The function kgaps() also return standard errors based on the expected information. - In the package manual related functions have been arranged in sections for easier reading. - Activated 3rd edition of the testthat package Changes in version 1.1.1 (2022-03-25) New features - The functions kgaps(), kgaps_imt() and choose_uk() can now accept a data argument that - is a matrix of independent subsets of data, such as monthly or seasonal time series from different years, - contains missing values, that is, NAs. - A new dataset cheeseboro is included, which is a matrix containing some missing values. - In addition to kgaps(), the functions kgaps_imt() and choose_uk() now have an extra argument inc_cens, which allows contributions from censored K-gaps to be included in the log-likelihood for the extremal index. - The default value of inc_cens in kgaps() (and in kgaps_imt() and choose_uk()) is now inc_cens = TRUE. Bug fixes and minor improvements - Plot and print methods have been added for objects of class "confint_gaps" returned from confint.kgaps(). - In confint.spm() and confint.kgaps() the input confidence level is included in the output object. Changes in version 1.0.1 (2019-08-06) Bug fixes and minor improvements - An overloading ambiguity has been corrected to ensure installation on Solaris.