anova.Renouv: Compute an analysis of deviance table for two nested Renouv...

In Renext: Renewal Method for Extreme Values Extrapolation

Compute an analysis of deviance table for two nested Renouv objects

Description

Compute an analysis of deviance table for two nested Renouv objects

Usage

   ## S3 method for class 'Renouv'
anova(object, object1, trace = 1L, ...)

Arguments

object	A Renouv model as fitted with Renouv.
object1	A Renouv object such that object is nested in object1.
trace	Level of verbosity. The value 0 prints nothing.
...	Not used yet.

Details

Of special interest is the case when the distribution of the excesses used in object is exponential while object1 uses a two-parameters alternative in the GPD family. We know then that the convergence to the asymptotic distribution is slow, and a numerical approximation of the true distribution of the test statistic is used when possible, i.e. when the objects do not use MAX or OTS data and the number of exceedances is between 8 and 500.

Value

An object of class "anova" inheriting from class "data.frame".

Note

The deviance of the models can not be interpreted: only the difference of the deviance is meaningful.

See Also

anova, LRExp.test.

Examples

## test using historical data
fit1Exp <- Renouv(Garonne,  distname.y = "exponential", plot = FALSE)
fit1GPD <- Renouv(Garonne, distname.y = "GPD", plot = FALSE)
anova(fit1Exp, fit1GPD)

## test without using historical data
x <- Garonne$OTdata$Flow
dur <- Garonne$OTinfo$effDuration

fit2Exp <- Renouv(x,  threshold = 2700,  effDuration = dur,
                  distname.y = "exponential", plot = FALSE)
fit2GPD <- Renouv(x, threshold = 2700, effDuration = dur,
                  distname.y = "GPD", plot = FALSE)
anova(fit2Exp, fit2GPD)

Renext documentation built on Aug. 30, 2023, 1:06 a.m.