Bugfix: SpliceFitPareto
no longer gives an error when the endpoint of the truncated Pareto part cannot be estimated.
Remove non-ASCII characters in Rd name as requested by CRAN.
Correct definition of generic S3 method tex
.
Change C++
standard from C++11
to C++17
(default for R 4.3.0
).
Require at least R 3.4
to have C++17
support.
Link to plot.default
instead of plot
(graphics) to avoid warnings on R-4.0.
Fix bug in cgenHill
.
Fix bug in cQuantGH
.
Load cfloat
to define DBL_MAX
when strict R headers are set (flag -DSTRICT_R_HEADERS
in MAKEVARS) as this will be done by default in Rcpp in September 2019. See https://github.com/RcppCore/Rcpp/issues/898 for more details. This fixes https://github.com/TReynkens/ReIns/issues/2.
Update URL for SOA data.
Fix bug with random samples of Mixed Erlang when only one shape is present.
Ensure that rSplice
also works for the ME-GPD model.
Add ORCID identifiers.
Update Reynkens et al. (2017) reference to final version.
Correct link to Wiley webpage for Albrecher et al. (2017).
Change calls to C++
functions as required by Rcpp version 0.12.12.
Update Reynkens et al. (2017) reference.
Add link to Unil webpage for Albrecher et al. (2017) in DESCRIPTION.
Enable byte-compilation of package code.
Set minimal required Rcpp version to 0.12.12.
Remove unnecessary capitals in plot labels.
Make sure that both R
and L
have length 1 in ExcessEPD
, ExcessGPD
and ExcessPareto
.
Include default value for L
in documentation of ExcessSplice
.
Update Reynkens et al. (2017) reference.
Update Beirlant et al. (2017) reference.
Add reference to website of Albrecher et al. (2017) in DESCRIPTION.
Add estimators from Beirlant et al. (2017) that can handle truncated distributions with \gamma>-0.5
.
C++
: use output from package_native_routine_registration_skeleton()
(tools) to
register symbols and disable symbol search.
C++
: register native symbols and disable symbol search (as requested by NOTE in R CMD check).
Fix overloaded use of logarithm with integers in C++
to avoid errors on Solaris (as requested by CRAN).
Change reference to Albrecher et al. (2017) as requested by CRAN.
Change vignette index entry (shown on CRAN).
Release on CRAN. The old version of NEWS.Rd
can be found on GitHub: https://github.com/TReynkens/ReIns/blob/master/inst/NEWS.Rd.