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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

2 ERROR
11 OK
Show all 13 flavors
Flavor Status
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-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 (2 non-OK)
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

3 tracked
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