adGpaTable: Anderson-Darling (AD) test for the Generalized Pareto...

Description Usage Arguments Details See Also Examples

Description

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.

Usage

1
AdGpaTable(kap, pval = 0.05, A2 = NULL, ...)

Arguments

kap

Shape parameter of the GPA.

pval

P-value of the test.

A2

Statistics of the AD test. If NULL the function return the critical value associated with 'pval'. Otherwise the function return the p-value associated with the provided statistics.

...

Additional parameter for the function approx.

Details

Choulakian V, Stephens MA. Goodness-of-Fit Tests for the Generalized Pareto Distribution. Technometrics. 2001;43(4):478–84.

See Also

interp2d

Examples

1
2
AdGpaTable(kap = -.11, A2 = .93)
AdGpaTable(kap = -.11, pval = 0.05)

martindurocher/floodStat documentation built on May 31, 2019, 12:42 a.m.