anova.bvpot {POT} | R Documentation |
Anova Tables: Bivariate Case
Description
Computes analysis of deviance for “bvpot” object
Usage
## S3 method for class 'bvpot'
anova(object, object2, ..., half = FALSE)
Arguments
object , object2 |
Two objects of class “bvpot”, most often return of the
|
... |
Other options to be passed to the |
half |
Logical. For some non-regular testing problems the deviance
difference is known to be one half of a chi-squared random
variable. Set half to |
Value
This function returns an object of class anova. These objects represent analysis-of-deviance tables.
Warning
Circumstances may arise such that the asymptotic distribution of the test statistic is not chi-squared. In particular, this occurs when the smaller model is constrained at the edge of the parameter space. It is up to the user recognize this, and to interpret the output correctly.
In some cases the asymptotic distribution is known to be one half of a
chi-squared; you can set half = TRUE
in these cases.
Author(s)
Mathieu Ribatet (Alec Stephenson for the “Warning” case)
See Also
Examples
x <- rgpd(1000, 0, 1, -0.25)
y <- rgpd(1000, 2, 0.5, 0)
M0 <- fitbvgpd(cbind(x,y), c(0, 2))
M1 <- fitbvgpd(cbind(x,y), c(0,2), model = "alog")
anova(M0, M1)
##Non regular case
M0 <- fitbvgpd(cbind(x,y), c(0, 2))
M1 <- fitbvgpd(cbind(x,y), c(0, 2), alpha = 1)
anova(M0, M1, half = TRUE)