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] (<>), Ana C. Cebrián [aut], Jesús Asín [dtc]
MaintainerJorge Castillo-Mateo <>
Package repositoryView on CRAN
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RecordTest documentation built on Oct. 23, 2020, 5:15 p.m.