README.md

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

RecordTest

The R package RecordTest provides exploratory data analysis and inference tools based on theory of records to describe the record occurrence and detect trends and change-points in time series. In particular, RecordTest consists of graphical tools, distribution-free tests for trend in location, variation or non-stationarity in the tails, and change-point detection tests, all of them based on the record occurrence. Details about the implemented tools can be found in Castillo-Mateo et al. (2023a) and Castillo-Mateo et al. (2023b) .

Installation

You can install the stable version from CRAN.

install.packages("RecordTest")

You can install the development version from GitHub

if (!require("remotes")) install.packages("remotes")
remotes::install_github("JorgeCastilloMateo/RecordTest")

How to start?

Get started in RecordTest with the vignettes

vignette("RecordTest")

How to cite?

To cite RecordTest in publications use:

Castillo-Mateo J, Cebrián AC, Asín J (2023). “RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events.” Journal of Statistical Software, 106(5), 1--28. .

A BibTeX entry for LaTeX users is

@Article{,    title = {{RecordTest}: An {R} Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events},    author = {Jorge Castillo-Mateo and Ana C. Cebri\\'an and Jes\\'us As{\\'\i}n},    journal = {Journal of Statistical Software},    year = {2023},    volume = {106},    number = {5},    pages = {1--28},    doi = {10.18637/jss.v106.i05}, }

Award winner

Best Oral Communication Award (Student Category) of the I Conference \& XII Meeting of R users. I Congreso \& XII Jornadas de usuarios de R, Córdoba, Spain.

References

Castillo-Mateo J (2022). “Distribution-Free Changepoint Detection Tests Based on the Breaking of Records.” Environmental and Ecological Statistics, 29(3), 655--676. .

Castillo-Mateo J, Cebrián AC, Asín J (2023a). “RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events.” Journal of Statistical Software, 106(5), 1--28. .

Castillo-Mateo J, Cebrián AC, Asín J (2023b). “Statistical Analysis of Extreme and Record-Breaking Daily Maximum Temperatures in Peninsular Spain during 1960--2021.” Atmospheric Research, 293, 106934. .

Cebrián AC, Castillo-Mateo J, Asín J (2022). “Record Tests to Detect Non Stationarity in the Tails with an Application to Climate Change.” Stochastic Environmental Research and Risk Assessment, 36(2), 313--330. .

Diersen J, Trenkler G (1996). “Records Tests for Trend in Location.” Statistics, 28(1), 1--12. .

Foster FG, Stuart A (1954). “Distribution-Free Tests in Time-Series Based on the Breaking of Records.” Journal of the Royal Statistical Society B, 16(1), 1--22. .

JorgeCastilloMateo/RecordTest documentation built on Aug. 24, 2023, 11:15 a.m.