Hi,
I am trying the following:
library(ismev)
library(evd)
fit <- gev.fit(x,show=FALSE)
ks.test(x,pgev,fit$mle[1],fit$mle[2],fit$mle[3])
but I am getting:
Warning message:
cannot compute correct p-values with ties in: ks.test(x, pgev,
fit$mle[1], fit$mle[2], fit$mle[3])
where x is:
[1] 239
Benjamin Dickgiesser wrote:
> Hi,
>
> I am trying the following:
>
> library(ismev)
> library(evd)
>
> fit <- gev.fit(x,show=FALSE)
> ks.test(x,pgev,fit$mle[1],fit$mle[2],fit$mle[3])
1. The test *is* working. It simply warns (and does not report an error)
that you have ties in your data and
> cannot compute correct p-values with ties in: ks.test(x, pgev,
> fit$mle[1], fit$mle[2], fit$mle[3])
You may want to use the ks.boot function in the Matching package which
implements a bootstrap ks-test which provides consistent pvalues
(achieved significance levels) when there are ties.
Cheer
