blite() and flite()The new function blite() performs Bayesian threshold-based inference for time series extremes. It is a Bayesian version of the existing function flite(), which performs frequentist inference.
Objects returned from blite() have a predict S3 method predict.blite() based on the predict.evpost() method from the revdbayespackage. It provides predictive inferences for the largest value observed in N years.
Objects of class flite returned from flite() now have a confint method.
In flite(), the arguments k and inc_cens were not passed to exdex::kgaps(). This has been corrected.
In the (unexported, internal) function bingp_rl_CI() an error is triggered if the return level requested is lower than the threshold used to fit the model.
In the (unexported, internal) function bingp_rl_prof(), which calculates a confidence interval for a return level based on a profile log-likelihood, a check is made on the value p to be passed to revdbayes::qgp() to check that it is in [0, 1].