Description Usage Arguments Value Examples
A test of heavy-tail homogeneity, that is, equality of the positive extreme value index for all d columns of x
.
1 |
x |
Matrix of observations |
k |
Number of relative excesses involved in the estimation of the extreme value
index gamma. If |
k.qu |
Tuning parameter for estimation of empirical variance; only needed if |
type |
Choose either |
cf |
If |
Test statistic and p-value.
1 2 3 4 5 6 7 8 9 10 11 | library("evd")
set.seed(6754)
x1 <- rgev(150, loc = 2, scale = 1, shape=0.4)
x2 <- rgev(150, loc = 2.5, scale = 1, shape=0.1) # H_0 violated because of different shapes
x <- cbind(x1, x2)
TailAnova(x)
x1 <- rgev(150, loc = 2, scale = 1, shape=0.3)
x2 <- rgev(150, loc = 2.5, scale = 1, shape=0.3) # H_0 not violated because of same shapes
x <- cbind(x1, x2)
TailAnova(x)
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