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 Bj, the diagonal of the influence matrix normalised to sum to one, the threshold 2/n, the indices of the observations with Bj above it, and Bbar, the mean aggregate contribution over the thresholds $q = 1, \ldots, 7$ and the unthresholded contribution, computed exactly as colMeans(cnc_diagnostics(fit)$Bj) is for the EVBS model. Use Bbar when comparing influence rankings with the EVBS fit.

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