mev version 2.0

Major release with breaking changes (mostly function names and arguments) for more coherence. Many functions now flagged as deprecated, but changes to the syntax are often backward compatible.

New:

• All functions producing plot now export objects with associated S3 routines.
• Stein's weighted generalized Pareto estimator with fit.wgpd and suggested weights Stein_weights.
• Multiple shape estimators (Hill, Pickands, moment estimator, generalized quantile) via fit.shape and specific routines shape.hill, shape.erm, shape.genjack, shape.lthill, shape.trunhill, shape.rbm, shape.moment, shape.pickands, shape.osz, shape.genquant and shape.vries.
• Second order regular variation parameter estimation via fit.rho (four estimators available, via rho.dk, rho.fagh, rho.gbw and rho.ghp).
• L-moment estimator for generalized Pareto distribution via gpd.lmom.
• Estimator of tail dependence of Krupskii and Joe (kjtail) and through xdep.eta.
• Weissman quantile estimator (qweissman)
• Function dgeoaniso for geometric anisotropy, using the parametrization of Rai and Brown (2025)
• Function maxstable for changes of parameters for GEV.
• Distributions for extended generalized Pareto (d/p/q/r egp), with new models and profile likelihood (egp.pll). This also affects the plotting routines. The nomenclature has been modified for argument 'model' in egp.fit, egp.ll and egp.retlev with backward compatibility.
• New methods for threshold selection (16 in total) thselect.alrs, thselect.bab, thselect.cv, theselect.expgqt, thselect.gbw, thselect.mdps, thselect.mrl (which supersedes automrl), thselect.pec, thselect.pickands, thselect.rbm, thselect.samsee,
• Threshold stability plots for different estimators tstab.hill, tstab.lthill (with different diagnostics), tstab.mrl

Changes:

• Function PickandsXU is deprecated and replaced with shape.osz
• Function fit.gpd with method obre now returns ordered exceedances and weights.
• spunif now correctly handles missing values.
• d/p/q/r for gev and gp now fully vectorized with respect to arguments, including shape parameter
• confint.eprof has an argument for boundary non-regular null distribution (for the most common case).
• Breaking changes to fit.egp, egp.retlev, tstab.egp. The former now allows fixed parameters (for profiling).
• All functions for threshold selection are now named using the prefix thselect. Their arguments are somewhat standardized, and they each have distinct plot and print methods with automatic selection.
• All threshold stability plots now have the same syntax, with prefix tstab.
• Measures of extremal dependence now via functions prefixed with xdep., including xdep.chi, xdep.eta, xdep.chibar and xdep.asym. The first three call taildep, the last one supersedes xasym.
• Function lambdadep deprecated, replaced with adf to better comply with current nomenclature.
• Function automrl deprecated in favour of thselect.mrl.
• Function chibar removed in favour of xdep.chibar.
• Arguments of extcoef for marginal transformation margtrans have been modified (backward compatible changes).
• Function fit.egp now includes alternative arguments to select the optimization routine
• Internal function (exported, but hidden) jac has been replaced by jac_gpd_pareto to avoid ambiguity
• Tests for max stability (maxstabtest) and independence via score (scoreindep) now renamed test.maxstab and test.scoreindep
• Change to name infomat.test now thselect.sdinfo, vmetric now thselect.vmetric, W.diag now thselect.wseq, NC.diag now thselect.ncpgp
• Arguments of xasym modified to make syntax more uniform.
• Function mvrnorm renamed to rmvnorm.

Fixes:

• Function adf now allow for values above 1 for bivariate angular dependence function.
• Function .infomat needs not have data argument.
• Fix generalized Pareto fit with fixed parameters