Htest.gpd: Hypothesis test whether a censored data was generated from...

In minh2182000/gpd:

Description

Htest.gpd tests the Null Hypothesis that a right-censored data set follows GPD with the given parameters. Paremeters are estimated with mle.gpd if not given

Usage

Htest.gpd(time, censor, k.hat = NULL, a.hat = NULL)

Arguments

time	Time to failure or termination
censor	Observation/censor indicator (1=observed, 0=right-censored), default to be all observations
k.hat	optional, estimate of k, estimated by mle.gpd if either k.hat or a.hat is not given
a.hat	optional, estimate of alpha, estimated by mle.gpd if either k.hat or a.hat is not given

Details

Methodology was described in: Pham, M. H., Tsokos, C. P., Choi, B. (2018). Maximum Likelihood Estimation for the Generalized Pareto Distribution and Goodness-Of-Fit Test with Censored Data. Journal of Modern Applied Statistical Methods, 17(2).

Value

returns a list of the following elements:

Null.Hypo States the Null Hypothesis

test.stat Test statistic (Y-squared)

df Degrees of freedom

p.value p-value of the test

Examples

data(melanoma, package = "boot")
status = ifelse(melanoma$status == 1, 1, 0)
Htest.gpd(melanoma$time, status)

minh2182000/gpd documentation built on May 29, 2019, 5:44 a.m.