evd (version 2.1-0)

anova.evd: Compare Nested EVD Objects

Description

Compute an analysis of deviance table for two or more nested evd objects.

Usage

## S3 method for class 'evd':
anova(object, object2, \dots)

Arguments

object

An object of class "evd".

object2

An object of class "evd" that represents a model nested within object.

...

Further successively nested objects.

Value

• An object of class c("anova", "data.frame"), with one row for each model, and the following five columns
• M.Df
  The number of parameters.
• Deviance
  The deviance.
• Df
  The number of parameters of the model in the previous row minus the number of parameters.
• Chisq
  The deviance minus the deviance of the model in the previous row.
• Pr(>chisq)
  The p-value calculated by comparing the quantile Chisq with a chi-squared distribution on Df degrees of freedom.

Warning

Circumstances may arise such that the asymptotic distribution of the test statistic is not chi-squared. In particular, this occurs when the nested model is constrained at the edge of the parameter space. It is up to the user recognize this, and to interpret the output correctly.

See Also

fbvevd, fextreme, fgev, forder

Examples

uvdata <- rgev(100, loc = 0.13, scale = 1.1, shape = 0.2)
trend <- (-49:50)/100
M1 <- fgev(uvdata, nsloc = trend)
M2 <- fgev(uvdata)
M3 <- fgev(uvdata, shape = 0)
anova(M1, M2, M3)

bvdata <- rbvevd(100, dep = 0.75, model = "log")
M1 <- fbvevd(bvdata, model = "log")
M2 <- fbvevd(bvdata, model = "log", dep = 0.75)
anova(M1, M2)