Dear R helpers,
I need to use KS and AD test for Generalized Pareto and Generalized extreme
value.
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
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
fExtremes::pgpd pgev have always worked for me. Though, if I
remember right, the physical sciences and finance tend to use
reciprocal definitions for one of the parameters (can't remember which
-- xi in gpd perhaps?) so tread lightly.
Michael
On Wed, Jan 4, 2012 at 8:21 AM, David Winsemius
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