gevrSeqTests {eva} | R Documentation |
Sequential Tests for the GEVr Model
Description
Sequentially performs the entropy difference (ED) test or the multiplier or parametric bootstrap score tests for the GEVr model.
Usage
gevrSeqTests(
data,
bootnum = NULL,
method = c("ed", "pbscore", "multscore"),
information = c("expected", "observed"),
allowParallel = FALSE,
numCores = 1
)
Arguments
data |
Data should be contain n rows, each a GEVr observation. |
bootnum |
If method equals 'pbscore' or 'multscore', the number of bootstrap simulations to use. |
method |
Which test to run: ED test (ed), multiplier (multscore) or parametric bootstrap (pbscore) score test. |
information |
To use expected (default) or observed information in the score tests. |
allowParallel |
If method equals 'pbscore', should the parametric boostrap procedure be run in parallel or not. Defaults to false. |
numCores |
If allowParallel is true, specify the number of cores to use. |
Details
GEVr data (in matrix x) should be of the form for each observation
.
See function ‘pSeqStop’ for details on transformed p-values.
Value
Function returns a dataframe containing the test statistics, estimates, and p-value results of the sequential tests.
r |
Value of r to be tested. |
p.values |
Raw p-values from the individual tests at each value of r. |
ForwardStop |
Transformed p-values according to the ForwardStop stopping rule. |
StrongStop |
Transformed p-values according to the StrongStop stopping rule. |
statistic |
Returned test statistics of each individual test. |
est.loc |
Estimated location parameter for the given r. |
est.scale |
Estimated scale parameter for the given r. |
est.shape |
Estimated shape parameter for the given r. |
Examples
x <- rgevr(200, 5, loc = 0.5, scale = 1, shape = 0.25)
gevrSeqTests(x, method = "ed")