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.

Downloads

164

Last 30 days

20273rd

164

Last 90 days

164

Last year

CRAN Check Status

3 ERROR

11 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	228.6s
r-devel-linux-x86_64-debian-gcc	OK	150s
r-devel-linux-x86_64-fedora-clang	OK	356s
r-devel-linux-x86_64-fedora-gcc	OK	386.9s
r-devel-macos-arm64	ERROR	61s
r-devel-windows-x86_64	OK	299s
r-oldrel-macos-arm64	ERROR	64s
r-oldrel-macos-x86_64	OK	187s
r-oldrel-windows-x86_64	OK	363s
r-patched-linux-x86_64	OK	214.8s
r-release-linux-x86_64	OK	215s
r-release-macos-arm64	ERROR	60s
r-release-macos-x86_64	OK	185s
r-release-windows-x86_64	OK	296s

Check details (14 non-OK)

OK 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

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

OK r-devel-windows-x86_64

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

OK r-oldrel-macos-x86_64

OK r-oldrel-windows-x86_64

OK r-patched-linux-x86_64

OK r-release-linux-x86_64

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

OK r-release-macos-x86_64

OK r-release-windows-x86_64

Check History

ERROR 11 OK · 0 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE Mar 9, 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_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)
> t

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)
> t

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)
> t

Dependency Network

Version History

new 1.1.0 Mar 9, 2026

Maintainer

Alois Tilloy

Dependencies

Depends

R (>= 2.10)

Imports

dplyr evd ggplot2 lubridate methods moments POT pracma scales texmex tsibble xts grDevices rlang changepoint

Suggests

knitr ncdf4 rmarkdown rnaturalearth terra testthat (>= 3.0.0)

Compilation

No compilation needed

First Published

Mar 9, 2026

RSS Feed

CRAN Checks

View on CRAN →