Description Usage Arguments Details Value Author(s) References Examples

Correlation and ratio tests for Fisher-Tippet extreme value distributions.

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`x` |
a numeric data vector containing a random sample. |

`dist` |
the extreme value distribution to be tested. Options are |

`method` |
the test to be used. Available options are |

`N` |
number of Monte Carlo samples used to approximate the p-value of the test when |

Option `"ratio"`

performs a test based on the ratio of two estimators for the variance of the Gumbel (type I extreme value) distribution.

Option `"cor"`

performs a test based on the max-stability property of extreme value distributions (Gonzalez-Estrada and Villasenor, 2010). The sample size must lie between 20 and 250.

A list with class `"htest"`

containing the following components.

`statistic` |
the calculated value of the test statistic. |

`p.value` |
the approximated p-value of the test. |

`method` |
a character string for the method used to test the null hypothesis. |

`data.name` |
a character string giving the name of the data set. |

Elizabeth Gonzalez-Estrada, Jose A. Villasenor

Gonzalez-Estrada, E. and Villasenor-Alva, J.A. (2010). A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions. *Communications in Statistics: Simulation and Computation*, **39** 3, 557-562.

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goft documentation built on Nov. 17, 2017, 6:17 a.m.

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