View source: R/scoretestindep.R

scoreindep | R Documentation |

The Ramos and Ledford (2005) score test of independence is a modification of tests by Tawn (1988) and Ledford and Tawn (1996) for a logistic model parameter `\alpha=1`

; the latter two have scores with zero expectation, but the variance of the score are infinite, which produces non-regularity and yield test, once suitably normalized, that converge slowly to their asymptotic null distribution. The test, designed for bivariate samples, transforms observations to have unit Frechet margins and considers a bivariate censored likelihood approach for the logistic distribution.

```
scoreindep(xdat, p, test = c("ledford", "tawn"))
```

`xdat` |
a |

`p` |
probability level for the marginal threshold |

`test` |
string; if |

a list with elements

`stat`

value of the score test statistic

`pval`

asymptotic p-value

`test`

`test`

argument

```
samp <- rmev(n = 1000, d = 2,
param = 0.99, model = "log")
scoreindep(samp, p = 0.9)
```

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