fitEVD <- function(maxima, conditional = "NULL", ...){
fit <- fevd(maxima, ...)
if(conditional != "NULL"){
fit.location <- fevd(maxima, location.fun = ~ conditional, ...)
lrt.location <- lr.test(fit, fit.location)
fit.scale <- fevd(maxima, scale.fun = ~ contional, ...)
lrt.scale <- lr.test(fit, fit.scale)
if(lrt.location$p.value > 0.05 & lrt.scale$p.value > 0.05){
} else if(lrt.location$p.value <= 0.05 & lrt.scale$p.value > 0.05){
fit <- fit.location
} else if(lrt.location$p.value > 0.05 & lrt.scale$p.value <= 0.05){
fit <- fit.scale
} else if(lrt.location$p.value <= 0.05 & lrt.scale$p.value <= 0.05){
fit.location.scale <- fevd(maxima, location.fun = ~ conditional,
scale.fun = ~ conditional, ...)
lrt.location.scale <- lr.test(fit, fit.location.scale)
if(lrt.location.scale$p.value <= 0.05){
fit.list <- list(fit.location, fit.scale, fit.location.scale)
nllhs <- c(summary(fit.location)$nllh, summary(fit.scale)$nllh,
summary(fit.location.scale)$nllh)
fit <- fit.list[[match(min(nllhs), nllhs)]]
} else {
fit.list <- list(fit.location, fit.scale)
nllhs <- c(summary(fit.location)$nllh, summary(fit.scale)$nllh)
fit <- fit.list[[match(min(nllhs), nllhs)]]
}
}
}
return(fit)
}
setClass("prediction",
slots = c(evd.fit = "list", prediction = "data.frame"),
contains = "criteria"
)
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