Vincy Pyne
2012-Jan-04 10:49 UTC
[R] 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 [[alternative HTML version deleted]]
David Winsemius
2012-Jan-04 14:21 UTC
[R] KS and AD test for Generalized PAreto and Generalized Extreme value
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]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.David Winsemius, MD West Hartford, CT