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RecordTest: Inference Tools in Time Series Based on Record Statistics
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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Package details |
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| Author | Jorge Castillo-Mateo [aut, cre, cph] (<https://orcid.org/0000-0003-3859-0248>), Ana C. Cebrián [ths] (<https://orcid.org/0000-0002-9052-9674>), Jesús Asín [ths] (<https://orcid.org/0000-0002-0174-789X>) |
| Maintainer | Jorge Castillo-Mateo <jorgecastillomateo@gmail.com> |
| License | GPL-3 |
| Version | 2.2.0 |
| URL | https://github.com/JorgeCastilloMateo/RecordTest |
| Package repository | View on CRAN |
| Installation |
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