drop1_AIC: Drop one possible covariate on GEV parameter based on AIC

In pengyuwei94/evreg: Extreme value regression modelling

Description

Drop a single term to either mu, sigma, and xi based on AIC.

Usage

drop1_AIC_mu(fit)

drop1_AIC_sigma(fit)

drop1_AIC_xi(fit)

Arguments

fit	An object of class c("gev", "evreg") returned from gevreg summarising the current model fit.

Value

An object (a list) of class c("gev", "evreg") summarising the new model fit (which may be the same as fit) and containing the following additional components

Input_fit	The input object of the class c("gev", "evreg").
Note	A message that tells if a covariate has been added or not.
Output_fit	A list that contains formulae for the parameter, and the output object of the class c("gev", "evreg") if the output fit is different from the input fit.
dropped_covariate	A character vector shows dropped covariate
AIC	AIC values for both input model and output model if two models are different.

Examples

### Annual Maximum and Minimum Temperature

P6 <- gevreg(TMX1, data = PORTw[,-1], mu = ~MTMAX + AOindex + STDTMAX + STDMIN + MDTR)
P7 <- gevreg(TMX1, data = PORTw[,-1], sigma = ~MTMAX + STDTMAX + STDMIN + MDTR)
P8 <- gevreg(TMX1, data = PORTw[,-1], xi = ~MTMAX + STDTMAX + STDMIN + MDTR)
drop1_AIC_mu(P6)
drop1_AIC_sigma(P7)
drop1_AIC_xi(P8)


### Oxford and Worthing annual maximum temperatures
#Parameter mu
ow$year <- (ow$year - 1901) / (1980 - 1901)
ow1 <- gevreg(y = temp, data = ow[-3], mu = ~loc + year, sigma = ~loc,
xi = ~loc, sigmalink = identity)
drop1_AIC_mu(ow1)

pengyuwei94/evreg documentation built on Aug. 29, 2019, 1:06 p.m.