RecordTest: Inference Tools in Time Series Based on Record Statistics

Statistical tools based on probabilistic properties of the occurrence of records in a sequence (Xt) of independent and identically distributed random variables. In particular, tools to pre-process a time series as well as distribution-free tests for trend in location and plots to visualize the behavior of the records.

Package details

AuthorJorge Castillo-Mateo [aut, cre, cph] (<https://orcid.org/0000-0003-3859-0248>), Ana C. Cebrián [aut], Jesús Asín [dtc]
MaintainerJorge Castillo-Mateo <jorgecastillomateo@gmail.com>
LicenseGPL-3
Version1.0.1
URL https://github.com/JorgeCastilloMateo/RecordTest
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RecordTest")

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RecordTest documentation built on Oct. 23, 2020, 5:15 p.m.