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goftest

Goodness of fit test statistics


Description

goftest is a generic function whose application depends on the class of its argument.

Usage

goftest(object, ...)

Arguments

object

model object.

...

further arguments passed to or from other methods.

Value

The form of the value returned by goftest depends on the class of its argument. See the documentation of the particular methods for details of what is produced by that method.

References

Grama, I. and Spokoiny, V. (2008). Statistics of extremes by oracle estimation. Ann. of Statist., 36, 1619-1648.

Durrieu, G. and Grama, I. and Pham, Q. and Tricot, J.- M (2015). Nonparametric adaptive estimator of extreme conditional tail probabilities quantiles. Extremes, 18, 437-478.

See Also


extremefit

Estimation of Extreme Conditional Quantiles and Probabilities

v1.0.2
GPL-2
Authors
Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot
Initial release
2019-05-03

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