eva (version 0.2.6)

gevrSeqTests: 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.

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.

Details

GEVr data (in matrix x) should be of the form \(x[i,1] > x[i, 2] > \cdots > x[i, r]\) for each observation \(i = 1, \ldots, n\). See function `pSeqStop' for details on transformed p-values.

Examples

# NOT RUN {
x <- rgevr(200, 5, loc = 0.5, scale = 1, shape = 0.25)
gevrSeqTests(x, method = "ed")
# }