Conformal normal curvature diagnostics for the GEV regression model

Local influence diagnostics under case-weight perturbation for the GEV regression model, obtained from the individual score contributions (see gev_scores) and the observed information.

Usage

cnc_diagnostics_gev(object)

Arguments

object

An object of class gevreg from gevreg.fit.

Value

A list with the normalized aggregate contributions Bj, the threshold 2/n, and the indices of the flagged observations.

Examples

data(itajai)
X <- cbind(1, itajai$pressure - mean(itajai$pressure))
fit <- gevreg.fit(X, itajai$wind)
d <- cnc_diagnostics_gev(fit)
head(order(d$Bj, decreasing = TRUE))
#> [1]  82   6 108 110  24  47