Description Usage Arguments Details Value Examples
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
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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 |
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).
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
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