A matrix or data frame, ordinarily with two columns,
which may contain missing values.
method
The test methodology; either "ratio" for
the likelihood ratio test or "score" for the score test.
verbose
If TRUE, shows estimates of the marginal
parameters in addition to the dependence parameter.
Details
This simple function fits a stationary bivariate logistic model to the
data and performs a hypothesis test of \(\code{dep} = 1\) versus
\(\code{dep} < 1\) using the methodology in Tawn (1988). The null
distributions for the printed test statistics are chi-squared on one
df for the likelihood ratio test, and standard normal for the score
test.
References
Tawn, J. A. (1988)
Bivariate extreme value theory: models and estimation.
Biometrika, 75, 397--415.