Description Usage Arguments Details See Also Examples
Return the critical value or the p-value of the AD test for the GPA distribution. The results are obtained by linear interpolation of the table provided by Choulakian and Stephens (2001) when scale and shape parameter are estimated by maximum likelihood.
1 | AdGpaTable(kap, pval = 0.05, A2 = NULL, ...)
|
kap |
Shape parameter of the GPA. |
pval |
P-value of the test. |
A2 |
Statistics of the AD test.
If |
... |
Additional parameter for the function |
Choulakian V, Stephens MA. Goodness-of-Fit Tests for the Generalized Pareto Distribution. Technometrics. 2001;43(4):478–84.
interp2d
1 2 | AdGpaTable(kap = -.11, A2 = .93)
AdGpaTable(kap = -.11, pval = 0.05)
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