L.record: Record Times
In RecordTest: Inference Tools in Time Series Based on Record Statistics

L.record

R Documentation

Record Times

Description

Returns the record times of the values in a vector. The record times are the positions in a vector where a record occurs.

If the argument X is a matrix, then each column is treated as a different vector.

Usage

L.record(X, record = c("upper", "lower"), weak = FALSE)

Arguments

`X`	A numeric vector, matrix (or data frame).
`record`	A character string indicating the type of record to be calculated, "upper" or "lower".
`weak`	Logical. If `TRUE`, weak records are also counted. Default to `FALSE`.

Details

The sequence of record times \{L_1,\ldots,L_I\} can be expressed in terms of the record indicator random variables I.record by

L_i = \min\{ t \mid I_1 + I_2 + \ldots + I_t = i \}.

Record times can be calculated for both upper and lower records.

Value

If X is a vector, the function returns a list containing the vector of record times. If X is a matrix, the function returns a list where each element is a vector indicating the record times of the corresponding X column.

Author(s)

Jorge Castillo-Mateo

References

Arnold BC, Balakrishnan N, Nagaraja HN (1998). Records. Wiley Series in Probability and Statistics. Wiley, New York. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/9781118150412")}.

Examples

Y1 <- c( 1,  5,  3,  6,  6,  9,  2)
Y2 <- c(10,  5,  3,  6,  6,  9,  2)
Y3 <- c( 5,  7,  3,  6, 19,  2, 20)
Y  <- cbind(Y1, Y2, Y3)

L.record(Y1)
L.record(Y)

RecordTest documentation built on Aug. 8, 2023, 1:09 a.m.