gevrSeqTests: Sequential Tests for the GEVr Model

In lbelzile/eva: Extreme Value Analysis with Goodness-of-Fit Testing

Description

Sequentially performs the entropy difference (ED) test for the GEVr model.

Usage

gevrSeqTests(data, method = "ed", ...)

Arguments

data	Data should be contain n rows, each a GEVr observation.
method	string indicating the method. Only ed is supported.
...	currently ignored (unused arguments) for compatibility with former versions of the package

Details

GEVr data (in matrix x) should be of the form x[i,1] > x[i, 2] > \cdots > x[i, r] for each observation i = 1, …, n. See function ‘pSeqStop’ for details on transformed p-values.

Value

Function returns a data frame containing the test statistics, estimates, and p-value results of the sequential tests.

r	Value of r to be tested.
p.values	Raw p-values from the individual tests at each value of r.
ForwardStop	Transformed p-values according to the ForwardStop stopping rule.
StrongStop	Transformed p-values according to the StrongStop stopping rule.
statistic	Returned test statistics of each individual test.
est.loc	Estimated location parameter for the given r.
est.scale	Estimated scale parameter for the given r.
est.shape	Estimated shape parameter for the given r.

Examples

x <- rgevr(200, 5, loc = 0.5, scale = 1, shape = 0.25)
gevrSeqTests(x, method = "ed")

lbelzile/eva documentation built on May 26, 2020, 12:16 a.m.