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README.Rmd
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README.Rmd
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---
author: "Yves Deville"
title: "nieve"
linkcolor: blue
output: github_document
---
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[](https://github.com/yvesdeville/nieve/actions/workflows/check.yml)
[](https://app.codecov.io/gh/yvesdeville/nieve?branch=main)
[](https://cran.r-project.org/package=nieve)
[](https://cran.r-project.org/package=nieve)
[](https://cran.r-project.org/package=nieve)
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<img src="inst/images/nieve.png" height = "150" align="center"/>
# Goals and scope
The **nieve** package was partly funded by the French [*Institut de
Radioprotection et Sûreté Nucléaire* (IRSN)](https://www.irsn.fr/) and
some of the code formerly was part of R packages owned by IRSN/Behrig.
The **nieve** package is intended to be a "low-level" package,
providing fast and well-tested "basic" functions for Extreme Value
Analysis (EVA). It is not intended to provide sophisticated EVA models
which should be found or be implemented in other packages.
The package
- Provides the *derivatives w.r.t. the parameters* for the probability
functions related to the Generalized Pareto (GP) and the
Generalized Extreme Value (GEV) distributions. This involves: the
log-density, the distribution function or survival and the quantile
function. The 2-nd order derivative (Hessian) is available in most
cases.
- Provides probability functions which are *vectorized w.r.t. the
parameters*, as required in non-stationary EV models or in Bayesian
inference.
- Provides the *transformations for the two usual parameterizations*
of Peaks Over Threshold (POT) models: *Poisson-GP* and *Point
Process* (PP). The two transformations come with their derivatives,
as needed to compute the covariance matrices.
Although several R packages devoted EVA compute the exact derivatives
w.r.t. the parameters (**extRemes**, **mev**, ...), to our best
knowledge, none of these packages make the derivatives available via
exported functions. See the vignette [**nieve**: Yet Another Extreme Value Package?](https://github.com/yvesdeville/nieve/blob/main/vignettes/nieve.pdf)
for more details.
The vignette [Special Values in Extreme-Value
Distributions](https://github.com/yvesdeville/nieve/blob/main/inst/noncranVignettes/nonFiniteValues.pdf)
compares the treatment of non-finite values in the probability
functions across Extreme-Value packages.
Note that **nieve** has no special relation with the famous package **snow**:)
# News
See the
[NEWS.md](https://github.com/yvesdeville/nieve/blob/main/NEWS.md) file
or (after install) use `news(package = "nieve")`.
# Installation
### From CRAN
**nieve** is on CRAN since 2022-12-02 hence can be installed using the
`install.packages` function or the **RStudio** IDE.
### From GitHub
Note that this package needs a compilation since it embeds some code
written in C. If you are using Windows, you need to have the
[Rtools](https://cran.r-project.org/bin/windows/Rtools)
installed.
Provided that the **devtools** package is installed you can
then in an R session use
```{r, eval=FALSE}
devtools::install_github("yvesdeville/nieve", dependencies = TRUE)
```
You can also select a specific branch or a specific commit by using
the suitable syntax for `install_github`, see the **devtools** package
documentation.
Alternatively you can Clone the repository using `git clone`, and
then build and install.