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RtsEva

Performs the Transformed-Stationary Extreme Values Analysis

v1.1.0 · Jun 10, 2025 · GPL (>= 3)

Description

Adaptation of the 'Matlab' 'tsEVA' toolbox developed by Lorenzo Mentaschi available here: <https://github.com/menta78/tsEva>. It contains an implementation of the Transformed-Stationary (TS) methodology for non-stationary extreme value Analysis (EVA) as described in Mentaschi et al. (2016) <doi:10.5194/hess-20-3527-2016>. In synthesis this approach consists in: (i) transforming a non-stationary time series into a stationary one to which the stationary extreme value theory can be applied; and (ii) reverse-transforming the result into a non-stationary extreme value distribution. 'RtsEva' offers several options for trend estimation (mean, extremes, seasonal) and contains multiple plotting functions displaying different aspects of the non-stationarity of extremes.

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CRAN Check Status

3 ERROR
11 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 ERROR
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 ERROR
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 ERROR
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (3 non-OK)
ERROR r-devel-macos-arm64

examples

Running examples in ‘RtsEva-Ex.R’ failed
The error most likely occurred in:

> ### Name: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Title: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Aliases: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> 
> ### ** Examples
> 
> timeAndSeries <- ArdecheStMartin
> timeStamps <- ArdecheStMartin[,1]
> series <- ArdecheStMartin[,2]
> #select only the 5 latest years
> yrs <- as.integer(format(timeStamps, "%Y"))
> tokeep <- which(yrs>=2015)
> timeStamps <- timeStamps[tokeep]
> series <- series[tokeep]
> timeWindow <- 365 # 1 year
> percentile <- 90
> result <- tsEvaTransformSeriesToStatSeasonal_ciPercentile(timeStamps,
+ series, timeWindow, percentile)
computing trend...
trend on the 90 percentile
computing trend seasonality...
Warning in pracma::interp1(avgTmStamp, monthAvgVec, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
Warning in pracma::interp1(avgTmStamp, monthAvgVex, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
computing the slowly varying 90th percentile...
computing standard deviation seasonality...
Warning in pracma::interp1(avgTmStamp, monthAvgVec, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
Warning in pracma::interp1(avgTmStamp, monthAvgVex, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
> plot(result$trendSeries)
Warning in min(x) : no non-missing arguments to min; returning Inf
Warning in max(x) : no non-missing arguments to max; returning -Inf
Error in plot.window(...) : need finite 'ylim' values
Calls: plot -> plot.default -> localWindow -> plot.window
Execution halted
ERROR r-oldrel-macos-arm64

examples

Running examples in ‘RtsEva-Ex.R’ failed
The error most likely occurred in:

> ### Name: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Title: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Aliases: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> 
> ### ** Examples
> 
> timeAndSeries <- ArdecheStMartin
> timeStamps <- ArdecheStMartin[,1]
> series <- ArdecheStMartin[,2]
> #select only the 5 latest years
> yrs <- as.integer(format(timeStamps, "%Y"))
> tokeep <- which(yrs>=2015)
> timeStamps <- timeStamps[tokeep]
> series <- series[tokeep]
> timeWindow <- 365 # 1 year
> percentile <- 90
> result <- tsEvaTransformSeriesToStatSeasonal_ciPercentile(timeStamps,
+ series, timeWindow, percentile)
computing trend...
trend on the 90 percentile
computing trend seasonality...
Warning in pracma::interp1(avgTmStamp, monthAvgVec, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
Warning in pracma::interp1(avgTmStamp, monthAvgVex, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
computing the slowly varying 90th percentile...
computing standard deviation seasonality...
Warning in pracma::interp1(avgTmStamp, monthAvgVec, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
Warning in pracma::interp1(avgTmStamp, monthAvgVex, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
> plot(result$trendSeries)
Warning in min(x) : no non-missing arguments to min; returning Inf
Warning in max(x) : no non-missing arguments to max; returning -Inf
Error in plot.window(...) : need finite 'ylim' values
Calls: plot -> plot.default -> localWindow -> plot.window
Execution halted
ERROR r-release-macos-arm64

examples

Running examples in ‘RtsEva-Ex.R’ failed
The error most likely occurred in:

> ### Name: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Title: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Aliases: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> 
> ### ** Examples
> 
> timeAndSeries <- ArdecheStMartin
> timeStamps <- ArdecheStMartin[,1]
> series <- ArdecheStMartin[,2]
> #select only the 5 latest years
> yrs <- as.integer(format(timeStamps, "%Y"))
> tokeep <- which(yrs>=2015)
> timeStamps <- timeStamps[tokeep]
> series <- series[tokeep]
> timeWindow <- 365 # 1 year
> percentile <- 90
> result <- tsEvaTransformSeriesToStatSeasonal_ciPercentile(timeStamps,
+ series, timeWindow, percentile)
computing trend...
trend on the 90 percentile
computing trend seasonality...
Warning in pracma::interp1(avgTmStamp, monthAvgVec, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
Warning in pracma::interp1(avgTmStamp, monthAvgVex, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
computing the slowly varying 90th percentile...
computing standard deviation seasonality...
Warning in pracma::interp1(avgTmStamp, monthAvgVec, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
Warning in pracma::interp1(avgTmStamp, monthAvgVex, timeStampsN, method = "spline") :
  Points in argument in 'x' unsorted; will be sorted.
> plot(result$trendSeries)
Warning in min(x) : no non-missing arguments to min; returning Inf
Warning in max(x) : no non-missing arguments to max; returning -Inf
Error in plot.window(...) : need finite 'ylim' values
Calls: plot -> plot.default -> localWindow -> plot.window
Execution halted

Check History

ERROR 11 OK · 0 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE Mar 10, 2026
ERROR r-devel-macos-arm64

examples

Running examples in ‘RtsEva-Ex.R’ failed
The error most likely occurred in:

> ### Name: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Title: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Aliases: tsEvaTransformSeriesToStatSeasonal_ci
...[truncated]...
n(x) : no non-missing arguments to min; returning Inf
Warning in max(x) : no non-missing arguments to max; returning -Inf
Error in plot.window(...) : need finite 'ylim' values
Calls: plot -> plot.default -> localWindow -> plot.window
Execution halted
ERROR r-release-macos-arm64

examples

Running examples in ‘RtsEva-Ex.R’ failed
The error most likely occurred in:

> ### Name: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Title: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Aliases: tsEvaTransformSeriesToStatSeasonal_ci
...[truncated]...
n(x) : no non-missing arguments to min; returning Inf
Warning in max(x) : no non-missing arguments to max; returning -Inf
Error in plot.window(...) : need finite 'ylim' values
Calls: plot -> plot.default -> localWindow -> plot.window
Execution halted
ERROR r-oldrel-macos-arm64

examples

Running examples in ‘RtsEva-Ex.R’ failed
The error most likely occurred in:

> ### Name: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Title: tsEvaTransformSeriesToStatSeasonal_ciPercentile
> ### Aliases: tsEvaTransformSeriesToStatSeasonal_ci
...[truncated]...
n(x) : no non-missing arguments to min; returning Inf
Warning in max(x) : no non-missing arguments to max; returning -Inf
Error in plot.window(...) : need finite 'ylim' values
Calls: plot -> plot.default -> localWindow -> plot.window
Execution halted

Dependency Network

Dependencies Reverse dependencies dplyr evd ggplot2 lubridate moments POT pracma scales texmex tsibble xts rlang changepoint RtsEva

Version History

new 1.1.0 Mar 10, 2026
updated 1.1.0 ← 1.0.0 diff Jun 9, 2025
new 1.0.0 Jun 23, 2024