POT: anova.uvpot – R documentation

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anova.uvpot

Anova Tables: Univariate Case

Computes analysis of deviance for “uvpot” object

## S3 method for class 'uvpot'
anova(object, object2, ...)

`object, object2`	Two objects of class “uvpot”, most often return of the `fitgpd` function.
`...`	Other options to be passed to the `anova` function.

This function returns an object of class anova. These objects represent analysis-of-deviance tables.

Mathieu Ribatet

x <- rgpd(1000, 0, 1, -0.15)
M0 <- fitgpd(x, 0, shape = -0.15)
M1 <- fitgpd(x, 0)
anova(M0, M1)

Generalized Pareto Distribution and Peaks Over Threshold

v1.1-10

GPL (>= 2)

Authors

Mathieu Ribatet [aut], Christophe Dutang [ctb,cre]

Initial release