upper.record.values: Sample Upper k-Record Values

In Records: Record Values and Record Times

Description

Produces upper k-record values for a given sample

Usage

upper.record.values(sqnc, k)

Arguments

sqnc	numeric vector of data whose upper k-record values are wanted
k	an integer between 1 and length(sqnc) indicating the rank of upper k-record values

Value

a vector of upper k-record values associated with a given sample

Note

The notion of the k-record value was introduced by Dziubdziela and Kopocinski (1976). k-record value is a generalization of the record value in the meaning of such value which is larger (upper record value) or smaller (lower record value) than all previous observations.

Similarly, the k-record time is the extension of record time, that is the moment in which the record value is observed.

Author(s)

Magdalena Chrapek

References

Dziubdziela, W., Kopocinski, B. (1976) Limiting properties of k-th record values, Zastos. Mat., 15, 187–190

See Also

upper.record.times

A similar functions (for upper 1-record values only) are records in package evir and n.records in package iid.test

Examples

set.seed(10)
x <- rnorm(100)
upper.record.values(sqnc = x, k = 1) #simply upper record values
upper.record.values(sqnc = x, k = 3)

Example output

[1] 0.01874617 0.29454513 0.38979430 1.10177950 1.36795395 2.13776710 2.22051966
 [1] -1.37133055 -0.59916772 -0.18425254  0.01874617  0.29454513  0.38979430
 [7]  0.75578151  0.92552126  0.96856634  0.98744470  1.08655140  1.10177950
[13]  1.21612584  1.36795395  1.52258634

Records documentation built on May 2, 2019, 8:27 a.m.