R help
I am interested in modeling hydrological extreme events. I found MSClaio2008 very interesting function. In this function four criterions for choosing distributions. Can we call these criterions as model selection techniques or goodness of fit techniques or both? Because goodness of fit techniques are usually performed after modle selection.
What is MSClaio2008? I don't quite understand this bit. If you provide code examples, then questions are often easier to answer.
Can I found chi-square, kolmogrov-sminov and cramer-von mises tests for testing goodness of fit for proposed distributions?
Yes, you can do these things in R. The functions you want are:
chisq.test for the chi-square test
ks.test for the kolmogorov-smirnoff test.
You can view the help pages for these functions by typing a question mark
before the function name, e.g. ?chisq.test.
For the Cramer-von Mises tests, I didn't know, so I typed
RSiteSearch("cramer von mises test"), from which there are several
suggestions. In particular, look at the CvM2SL1Test and CvM2SL2Test
packages.
Regards,
Richie.
Mathematical Sciences Unit
HSL
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