series_ties: Summary of Record Ties

In RecordTest: Inference Tools in Time Series Based on Record Statistics

Summary of Record Ties

Description

This function compares the number of strog and weak records to quantify whether rounding effects could greatly skew the conclusions.

Usage

series_ties(X, record = c("upper", "lower"))

Arguments

X	A numeric vector, matrix (or data frame).
record	A character string indicating the type of record to be assessed, "upper" or "lower".

Details

This function is used in the data preparation (or pre-processing) often required to apply the exploratory and inference tools based on theory of records within this package.

The theory of records on which the hypothesis tests are based assumes that the random variables are continuous, proving that the probability that two observations take the same value is zero. Most of the data collected is rounded, giving a certain probability to the tie between records, thereby reducing the number of new records(see, e.g., Wergen et al. 2012).

This function summarises the difference between the number of observed strong records and the weak records.

Value

A list object with elements:

number	Number of records: A vector containing the observed total, strong and weak number of records and the expected under IID.
percentage	% of weak records: Percentage of weak records within the total.
percentage.position	% of weak records by position: A vector with the percentage of weak records with names corresponding to its observed instant.

Author(s)

Jorge Castillo-Mateo

References

Wergen G, Volovik D, Redner S, Krug J (2012). “Rounding Effects in Record Statistics.” Physical Review Letters, 109(16), 164102. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1103/physrevlett.109.164102")}.

See Also

series_double, series_record, series_rev, series_split, series_uncor, series_untie

Examples

series_ties(ZaragozaSeries)

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