RecordTest
swMATH38725CRANRecordTestMaRDI QIDQ54425
Inference Tools in Time Series Based on Record Statistics
Last update: 7 August 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 2.1.2, 0.1.0, 0.1.2, 1.0.1, 2.0.0, 2.1.0, 2.1.1, 2.1.2, 2.2.0
Source code repository: https://github.com/cran/RecordTest
Statistical tools based on the probabilistic properties of the record occurrence in a sequence of independent and identically distributed continuous random variables. In particular, tools to prepare a time series as well as distribution-free trend and change-point tests and graphical tools to study the record occurrence. Details about the implemented tools can be found in Castillo-Mateo et al. (2023a) <doi:10.18637/jss.v106.i05> and Castillo-Mateo et al. (2023b) <doi:10.1016/j.atmosres.2023.106934>.
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