gpdMultScore: GPD Multiplier Score Test
In eva: Extreme Value Analysis with Goodness-of-Fit Testing
Description
Usage
Arguments
Value
Examples
Description
Fast weighted bootstrap alternative to the parametric bootstrap procedure for the Generalized Pareto score test.
Usage
1
gpdMultScore(data, bootnum, information = c("expected", "observed"))
Arguments
data
Data should be in vector form.
bootnum
Number of bootstrap replicates.
information
To use expected (default) or observed information in the test.
Value
statistic
Test statistic.
p.value
P-value for the test.
theta
Value of theta used in the test.
Examples
1
2
x <- rgpd(100, loc = 0, scale = 1, shape = 0.25)
gpdMultScore(x, bootnum = 1000)
eva documentation built on Jan. 13, 2021, 8:34 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Examples
Description
Fast weighted bootstrap alternative to the parametric bootstrap procedure for the Generalized Pareto score test.
Usage
1 | gpdMultScore(data, bootnum, information = c("expected", "observed"))
|
Arguments
data |
Data should be in vector form. |
bootnum |
Number of bootstrap replicates. |
information |
To use expected (default) or observed information in the test. |
Value
statistic |
Test statistic. |
p.value |
P-value for the test. |
theta |
Value of theta used in the test. |
Examples
1 2 | x <- rgpd(100, loc = 0, scale = 1, shape = 0.25)
gpdMultScore(x, bootnum = 1000)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.