R help - Jan 2012 - KS and AD test for Generalized PAreto and Generalized Extreme value

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 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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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
>
> 	[[alternative HTML version deleted]]
>
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David Winsemius, MD
West Hartford, CT