RecordTest

swMATH38725CRANRecordTestMaRDI QIDQ54425

Inference Tools in Time Series Based on Record Statistics

Jorge Castillo-Mateo

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

Description

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>.

Cites work

• RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events
• Statistical analysis of extreme and record-breaking daily maximum temperatures in peninsular Spain during 1960–2021

This page was built for software: RecordTest