gpdMultScore {eva} | R Documentation |
GPD Multiplier Score Test
Description
Fast weighted bootstrap alternative to the parametric bootstrap procedure for the Generalized Pareto score test.
Usage
gpdMultScore(data, bootnum, information = c("expected", "observed"))
Arguments
data |
Data should be in vector form. |
bootnum |
Number of bootstrap replicates. |
information |
To use expected (default) or observed information in the test. |
Value
statistic |
Test statistic. |
p.value |
P-value for the test. |
theta |
Value of theta used in the test. |
Examples
x <- rgpd(100, loc = 0, scale = 1, shape = 0.25)
gpdMultScore(x, bootnum = 1000)
[Package eva version 0.2.6 Index]