D.test: Determination of significance between models

Description Usage Arguments Details Value

View source: R/f_dtest.R

Description

D.test determines the significance of non-stationary over stationary POT model based on the likelihood test, at significant level sign.

Usage

1
D.test(nsModel, sModel, sign = 0.05)

Arguments

nsModel

non-stationary model (gpd object).

sModel

stationary model (gpd object).

sign

(optional) significance level (0.05 as default).

Details

Hypothesis: the NSPOT model is better -> yields TRUE; H0: the stationary model is better -> yields FALSE.

Value

D.test result.


rsnotivoli/nspotPrec documentation built on Dec. 22, 2021, 7:18 p.m.