> 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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