On Jan 4, 2012, at 5:49 AM, Vincy Pyne wrote:

Dear R helpers,

I need to use KS and AD test for Generalized Pareto and Generalized extreme value.

When I searched on these names "Generalized Pareto" and "Generalized extreme value" I got plenty of hits (over 90 in one case and over 100 in another)

You should learn to search with either sos::findFn or with RSiteSearch,

--
David.

E.g. if I need to use KS for Weibull, I have teh syntax

ks.test(x.wei,"pweibull", shape=2,scale=1)

Similarly, for AD I use

ad.test(x, distr.fun, ...)

My problem is fir given data, I have estimated the parameters of GPD and GEV using lmom. But I am not able to find out the distribution name I should be use for these distributions if I wish to use these tests.

E.g, for gamma, I can use pgamma etc. What distribution name I should use for GPD and GEV and for that matter where can I find the distribution names I can use for KS and AD test.

Thanks in advance

Regards

Vincy

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